+5.3%
MDLZ vs QID
-71.7%
+77.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.2% | +1.8% | +0.4% | +2.0% |
| 30D | +10.1% | +21.6% | -11.5% | +8.9% |
| 3M | +9.1% | +12.6% | -3.5% | +8.2% |
| 6M | +10.0% | +6.9% | +3.1% | +9.2% |
| YTD | +26.8% | -20.5% | +47.4% | +25.9% |
| 1Y | +22.5% | -18.1% | +40.6% | +21.6% |
| 3Y | +5.3% | -70.7% | +76.0% | -1.7% |
| All | +5.3% | -71.7% | +77.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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