+409.5%
MDLZ vs MSCI
+3,169.6%
-2,760.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | +6.9% | +6.0% | +0.8% | +5.5% |
| 30D | +12.1% | +18.2% | -6.1% | +8.0% |
| 3M | +7.7% | +15.1% | -7.4% | +4.3% |
| 6M | +10.8% | +13.7% | -2.9% | +7.3% |
| YTD | +27.4% | +15.6% | +11.8% | +22.4% |
| 1Y | +23.5% | +16.3% | +7.2% | +18.5% |
| 3Y | +6.2% | +36.9% | -30.7% | -3.6% |
| 5Y | +22.9% | +6.3% | +16.6% | +15.4% |
| 10Y | +99.6% | +823.0% | -723.4% | +14.0% |
| All | +409.5% | +3,169.6% | -2,760.1% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling