+21.7%
MDLZ vs MPC
+102.0%
-80.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +1.7% | -16.2% | +17.9% | +1.8% |
| 30D | +11.2% | -15.7% | +26.9% | +11.3% |
| 3M | +6.1% | +24.9% | -18.8% | +5.6% |
| 6M | +8.6% | +52.7% | -44.1% | +7.2% |
| YTD | +25.8% | +131.9% | -106.0% | +20.1% |
| 1Y | +21.7% | +96.6% | -75.0% | +18.5% |
| All | +21.7% | +102.0% | -80.3% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling