-3.9%
MDLZ vs MP
+154.2%
-158.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -1.7% | -2.9% | +1.1% | -1.7% |
| 30D | -2.1% | +13.8% | -15.9% | -2.1% |
| 3M | +1.3% | -16.7% | +18.0% | +1.6% |
| 6M | +6.2% | -11.5% | +17.7% | +6.3% |
| YTD | +15.8% | +7.9% | +7.9% | +15.6% |
| 1Y | +4.1% | -15.0% | +19.2% | +4.1% |
| All | -3.9% | +154.2% | -158.1% | -4.9% |
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