+21.4%
MDLZ vs MSCI
+7.0%
+14.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.1% |
| 7D | +2.2% | +2.7% | -0.5% | +1.7% |
| 30D | +10.1% | +16.2% | -6.1% | +7.6% |
| 3M | +9.1% | +17.1% | -8.0% | +6.4% |
| 6M | +10.0% | +13.0% | -3.0% | +7.6% |
| YTD | +26.8% | +15.8% | +11.1% | +23.2% |
| 1Y | +22.5% | +15.5% | +7.0% | +19.1% |
| 3Y | +5.3% | +32.3% | -27.0% | -1.6% |
| 5Y | +21.4% | +8.2% | +13.3% | +10.7% |
| All | +21.4% | +7.0% | +14.4% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling