+104.5%
MDLZ vs P
+666.7%
-562.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.3% |
| 7D | -0.4% | +17.8% | -18.2% | -0.8% |
| 30D | +8.2% | -29.9% | +38.1% | +9.2% |
| 3M | +8.0% | -1.2% | +9.2% | +7.6% |
| 6M | +9.7% | +32.1% | -22.4% | +7.8% |
| YTD | +26.9% | +64.3% | -37.4% | +22.9% |
| 1Y | +20.9% | +24.3% | -3.4% | +18.5% |
| 3Y | +5.3% | +203.2% | -197.9% | -6.9% |
| 5Y | +21.4% | +290.4% | -269.0% | +2.2% |
| All | +104.5% | +666.7% | -562.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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