+5.8%
MDLZ vs MSI
+77.7%
-71.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +1.7% | +4.7% | -3.0% | +0.8% |
| 30D | +11.2% | +14.8% | -3.6% | +8.5% |
| 3M | +6.1% | +8.8% | -2.7% | +4.5% |
| 6M | +8.6% | +19.3% | -10.8% | +4.8% |
| YTD | +25.8% | +35.3% | -9.5% | +18.3% |
| 1Y | +21.7% | +33.8% | -12.1% | +14.6% |
| 3Y | +5.8% | +74.4% | -68.6% | -11.1% |
| All | +5.8% | +77.7% | -71.9% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling