+7.1%
MDLZ vs P
+166.1%
-159.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.4% | +15.6% | -2.2% |
| 7D | +6.9% | -31.9% | +38.8% | +3.8% |
| 30D | +12.1% | -36.5% | +48.6% | +8.5% |
| 3M | +7.7% | +11.6% | -3.9% | +9.2% |
| 6M | +10.8% | +25.2% | -14.4% | +14.0% |
| YTD | +27.4% | +39.4% | -12.1% | +32.2% |
| 1Y | +23.5% | -3.7% | +27.2% | +26.1% |
| All | +7.1% | +166.1% | -159.0% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling