+94.6%
MDLZ vs P
+469.1%
-374.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.3% |
| 7D | +1.7% | -23.8% | +25.5% | +2.4% |
| 30D | +11.2% | -36.6% | +47.8% | +12.6% |
| 3M | +6.1% | +10.9% | -4.7% | +5.1% |
| 6M | +8.6% | +30.0% | -21.4% | +6.3% |
| YTD | +25.8% | +44.4% | -18.5% | +22.2% |
| 1Y | +21.7% | +3.9% | +17.7% | +19.9% |
| 3Y | +5.8% | +176.6% | -170.8% | -6.1% |
| 5Y | +21.4% | +249.3% | -227.9% | +3.3% |
| 10Y | +97.2% | +726.9% | -629.7% | +46.8% |
| All | +94.6% | +469.1% | -374.5% | +46.1% |
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