+106.1%
MDLZ vs P
+686.0%
-579.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | +0.1% |
| 7D | -1.0% | -4.7% | +3.7% | -0.9% |
| 30D | +7.9% | -31.4% | +39.4% | +9.0% |
| 3M | +8.9% | -2.6% | +11.6% | +8.5% |
| 6M | +10.5% | +21.9% | -11.4% | +8.9% |
| YTD | +27.1% | +58.9% | -31.8% | +23.2% |
| 1Y | +20.9% | +21.7% | -0.8% | +18.5% |
| 3Y | +5.5% | +193.3% | -187.8% | -6.6% |
| 5Y | +22.2% | +275.1% | -252.9% | +3.1% |
| 10Y | +106.1% | +655.3% | -549.2% | +57.3% |
| All | +106.1% | +686.0% | -579.9% | +57.3% |
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