+87.9%
MDLZ vs MTB
+172.8%
-84.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +1.4% | -4.6% | +6.1% | +2.2% |
| 3M | 0.0% | +6.3% | -6.2% | -1.1% |
| 6M | +9.1% | +15.6% | -6.5% | +6.4% |
| YTD | +17.9% | +20.6% | -2.6% | +13.9% |
| 1Y | +3.2% | +22.5% | -19.3% | -0.7% |
| 3Y | -2.5% | +114.4% | -116.9% | -17.0% |
| 5Y | +17.6% | +101.9% | -84.3% | -0.8% |
| 10Y | +87.9% | +170.4% | -82.5% | +46.0% |
| All | +87.9% | +172.8% | -84.9% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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