-0.8%
MDLZ vs MULL
+2,620.5%
-2,621.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +1.4% |
| 7D | 0.0% | +14.8% | -14.8% | +0.4% |
| 30D | +1.4% | +36.6% | -35.1% | +2.5% |
| 3M | 0.0% | -8.9% | +8.9% | +1.1% |
| 6M | +9.1% | +311.9% | -302.8% | +13.3% |
| YTD | +17.9% | +579.8% | -561.9% | +24.0% |
| 1Y | +3.2% | +2,421.5% | -2,418.3% | +12.0% |
| All | -0.8% | +2,620.5% | -2,621.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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