+51.0%
MDLZ vs MP
+240.8%
-189.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.8% |
| 7D | +6.9% | -19.0% | +25.8% | +7.0% |
| 30D | +12.1% | -30.5% | +42.6% | +12.3% |
| 3M | +7.7% | -29.6% | +37.3% | +7.9% |
| 6M | +10.8% | -50.4% | +61.2% | +11.5% |
| YTD | +27.4% | -33.2% | +60.6% | +27.3% |
| 1Y | +23.5% | -38.6% | +62.1% | +23.5% |
| 3Y | +6.2% | +105.5% | -99.3% | +1.9% |
| 5Y | +22.9% | -7.8% | +30.7% | +19.5% |
| All | +51.0% | +240.8% | -189.8% | +37.8% |
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