+79.0%
MDLZ vs MSI
+590.9%
-512.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | 0.0% | -5.8% | +5.8% | +1.9% |
| 30D | -1.6% | -1.0% | -0.6% | -1.3% |
| 3M | +0.9% | +14.2% | -13.3% | -3.5% |
| 6M | +7.3% | +1.0% | +6.3% | +6.2% |
| YTD | +16.4% | +21.5% | -5.0% | +8.3% |
| 1Y | +3.0% | -2.1% | +5.1% | +2.7% |
| 3Y | -3.7% | +69.3% | -73.1% | -22.0% |
| 5Y | +15.6% | +99.3% | -83.7% | -13.0% |
| 10Y | +79.0% | +595.0% | -516.1% | -3.3% |
| All | +79.0% | +590.9% | -512.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling