+22.2%
MDLZ vs P
+272.9%
-250.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | +0.5% |
| 7D | -1.0% | -4.7% | +3.7% | -1.2% |
| 30D | +7.9% | -31.4% | +39.4% | +6.4% |
| 3M | +8.9% | -2.6% | +11.6% | +9.1% |
| 6M | +10.5% | +21.9% | -11.4% | +12.4% |
| YTD | +27.1% | +58.9% | -31.8% | +30.2% |
| 1Y | +20.9% | +21.7% | -0.8% | +23.4% |
| 3Y | +5.5% | +193.3% | -187.8% | +6.1% |
| 5Y | +22.2% | +275.1% | -252.9% | +20.5% |
| All | +22.2% | +272.9% | -250.7% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling