+7.1%
MDLZ vs MSCI
+36.7%
-29.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | +6.9% | +6.0% | +0.8% | +6.2% |
| 30D | +12.1% | +18.2% | -6.1% | +10.2% |
| 3M | +7.7% | +15.1% | -7.4% | +6.1% |
| 6M | +10.8% | +13.7% | -2.9% | +9.3% |
| YTD | +27.4% | +15.6% | +11.8% | +25.2% |
| 1Y | +23.5% | +16.3% | +7.2% | +21.3% |
| All | +7.1% | +36.7% | -29.6% | +3.3% |
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