+38.5%
MDLZ vs QS
-60.6%
+99.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.6% | -0.2% |
| 7D | -0.4% | -5.6% | +5.2% | -0.4% |
| 30D | +8.2% | -5.8% | +14.1% | +8.2% |
| 3M | +8.0% | -39.2% | +47.2% | +8.2% |
| 6M | +9.7% | -53.9% | +63.7% | +10.1% |
| YTD | +26.9% | -62.8% | +89.6% | +27.3% |
| 1Y | +20.9% | -73.5% | +94.4% | +21.6% |
| 3Y | +5.3% | -29.1% | +34.4% | +4.9% |
| 5Y | +21.4% | -90.0% | +111.4% | +20.0% |
| All | +38.5% | -60.6% | +99.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling