+28.8%
MDLZ vs QS
-47.0%
+75.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.6% | +7.9% | +1.3% |
| 7D | 0.0% | -4.2% | +4.2% | 0.0% |
| 30D | +1.4% | -15.7% | +17.1% | +1.5% |
| 3M | 0.0% | -28.7% | +28.7% | +0.1% |
| 6M | +9.1% | -23.2% | +32.4% | +9.2% |
| YTD | +17.9% | -49.9% | +67.8% | +18.3% |
| 1Y | +3.2% | -38.8% | +42.0% | +3.3% |
| 3Y | -2.5% | -24.0% | +21.5% | -2.9% |
| 5Y | +17.6% | -75.6% | +93.2% | +16.8% |
| All | +28.8% | -47.0% | +75.8% | +30.1% |
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