+21.4%
MDLZ vs MPC
+554.2%
-532.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.2% | -8.8% | +11.0% | +2.5% |
| 30D | +10.1% | -14.4% | +24.5% | +10.8% |
| 3M | +9.1% | +21.9% | -12.8% | +7.9% |
| 6M | +10.0% | +60.1% | -50.2% | +7.2% |
| YTD | +26.8% | +142.3% | -115.5% | +20.7% |
| 1Y | +22.5% | +101.7% | -79.2% | +17.7% |
| 3Y | +5.3% | +184.8% | -179.5% | -2.1% |
| 5Y | +21.4% | +564.6% | -543.2% | -0.5% |
| All | +21.4% | +554.2% | -532.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling