+315.1%
MDLZ vs MPC
+2,885.5%
-2,570.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.3% |
| 7D | +6.9% | -12.8% | +19.6% | +8.8% |
| 30D | +12.1% | -12.7% | +24.8% | +14.0% |
| 3M | +7.7% | +27.1% | -19.4% | +3.6% |
| 6M | +10.8% | +45.8% | -35.0% | +4.2% |
| YTD | +27.4% | +134.7% | -107.3% | +11.1% |
| 1Y | +23.5% | +106.0% | -82.5% | +9.8% |
| 3Y | +6.2% | +165.5% | -159.3% | -10.9% |
| 5Y | +22.9% | +540.9% | -518.0% | -12.9% |
| 10Y | +99.6% | +1,133.6% | -1,034.0% | +14.5% |
| All | +315.1% | +2,885.5% | -2,570.4% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling