+21.4%
MDLZ vs MSI
+126.2%
-104.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -0.4% | +2.6% | -3.0% | -1.0% |
| 30D | +8.2% | +18.1% | -9.9% | +3.7% |
| 3M | +8.0% | +13.2% | -5.2% | +4.5% |
| 6M | +9.7% | +36.3% | -26.5% | +1.1% |
| YTD | +26.9% | +39.5% | -12.6% | +15.3% |
| 1Y | +20.9% | +36.9% | -16.0% | +10.4% |
| 3Y | +5.3% | +76.1% | -70.8% | -13.3% |
| 5Y | +21.4% | +123.7% | -102.3% | -9.7% |
| All | +21.4% | +126.2% | -104.9% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling