+79.1%
MDLZ vs P
+485.4%
-406.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -1.7% | +6.5% | -8.3% | -2.0% |
| 30D | -2.1% | +18.8% | -20.9% | -2.9% |
| 3M | +1.3% | +26.7% | -25.4% | +0.1% |
| 6M | +6.2% | +62.2% | -56.0% | +3.3% |
| YTD | +15.8% | +48.5% | -32.7% | +12.8% |
| 1Y | +4.1% | +26.4% | -22.3% | +1.8% |
| 3Y | -4.1% | +159.4% | -163.5% | -13.8% |
| 5Y | +13.4% | +275.8% | -262.4% | -3.7% |
| 10Y | +75.7% | +732.0% | -656.3% | +31.4% |
| All | +79.1% | +485.4% | -406.3% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling