+78.1%
MDLZ vs MPC
+1,119.4%
-1,041.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.7% | +5.4% | -7.2% | -2.4% |
| 30D | -2.1% | +31.0% | -33.1% | -5.4% |
| 3M | +1.3% | +46.0% | -44.7% | -3.6% |
| 6M | +6.2% | +77.3% | -71.1% | -1.6% |
| YTD | +15.8% | +141.9% | -126.1% | +2.8% |
| 1Y | +4.1% | +120.9% | -116.8% | -6.6% |
| 3Y | -4.1% | +182.7% | -186.8% | -18.2% |
| 5Y | +13.4% | +646.4% | -633.1% | -18.6% |
| All | +78.1% | +1,119.4% | -1,041.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling