+10.8%
MDLZ vs P
+26.4%
-15.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.4% | +15.6% | -3.3% |
| 7D | +6.9% | -31.9% | +38.8% | +1.0% |
| 30D | +12.1% | -36.5% | +48.6% | +5.3% |
| 3M | +7.7% | +11.6% | -3.9% | +11.6% |
| 6M | +10.8% | +25.2% | -14.4% | +18.8% |
| All | +10.8% | +26.4% | -15.7% | +18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling