+7.1%
MDLZ vs MP
+104.2%
-97.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.9% |
| 7D | +6.9% | -19.0% | +25.8% | +6.6% |
| 30D | +12.1% | -30.5% | +42.6% | +11.6% |
| 3M | +7.7% | -29.6% | +37.3% | +7.3% |
| 6M | +10.8% | -50.4% | +61.2% | +10.5% |
| YTD | +27.4% | -33.2% | +60.6% | +26.8% |
| 1Y | +23.5% | -38.6% | +62.1% | +22.9% |
| All | +7.1% | +104.2% | -97.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling