+37.3%
MDLZ vs MP
+450.8%
-413.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +1.3% | -16.7% | +18.0% | +1.6% |
| 6M | +6.2% | -11.5% | +17.7% | +6.2% |
| YTD | +15.8% | +7.9% | +7.9% | +15.3% |
| 1Y | +4.1% | -15.0% | +19.2% | +3.9% |
| 3Y | -4.1% | +153.5% | -157.6% | -7.7% |
| 5Y | +13.4% | +58.7% | -45.3% | +9.9% |
| All | +37.3% | +450.8% | -413.5% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling