+21.7%
MDLZ vs MSI
+32.4%
-10.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +1.7% | +4.7% | -3.0% | +1.0% |
| 30D | +11.2% | +14.8% | -3.6% | +9.1% |
| 3M | +6.1% | +8.8% | -2.7% | +4.8% |
| 6M | +8.6% | +19.3% | -10.8% | +5.5% |
| YTD | +25.8% | +35.3% | -9.5% | +20.6% |
| 1Y | +21.7% | +33.8% | -12.1% | +16.2% |
| All | +21.7% | +32.4% | -10.8% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling