+5.4%
MDLZ vs MSCI
+32.0%
-26.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +0.1% | +1.5% | -1.4% | -0.1% |
| 30D | +10.0% | +14.4% | -4.4% | +8.5% |
| 3M | +7.1% | +15.2% | -8.1% | +5.6% |
| 6M | +9.8% | +11.2% | -1.4% | +8.5% |
| YTD | +26.6% | +13.9% | +12.7% | +24.7% |
| 1Y | +20.3% | +12.5% | +7.8% | +18.6% |
| 3Y | +5.4% | +32.3% | -26.9% | +2.4% |
| All | +5.4% | +32.0% | -26.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling