+7.4%
MDLZ vs MUZ
-39.6%
+47.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.8% | +13.4% | +1.7% |
| 7D | +0.1% | +14.0% | -13.9% | -1.7% |
| 30D | +10.0% | +57.6% | -47.6% | +4.9% |
| 3M | +7.1% | -3.1% | +10.1% | +5.3% |
| All | +7.4% | -39.6% | +47.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 all: compounded portfolio wealth divided by compounded MUZ 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…
all analysis · Full analysis span regression · Available span rolling