+6.6%
MDLZ vs MULL
+1,100.2%
-1,093.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.3% | -11.7% | +1.1% |
| 7D | +0.1% | -27.1% | +27.2% | -0.7% |
| 30D | +10.0% | -54.2% | +64.2% | +7.8% |
| 3M | +7.1% | -42.0% | +49.0% | +5.9% |
| 6M | +9.8% | -43.5% | +53.3% | +9.5% |
| YTD | +26.6% | +199.9% | -173.3% | +30.5% |
| 1Y | +20.3% | +292.8% | -272.5% | +24.9% |
| All | +6.6% | +1,100.2% | -1,093.6% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling