+3.2%
MDLZ vs QS
-45.8%
+49.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.6% | +7.9% | +1.1% |
| 7D | 0.0% | -4.2% | +4.2% | -0.2% |
| 30D | +1.4% | -15.7% | +17.1% | +1.0% |
| 3M | 0.0% | -28.7% | +28.7% | -0.4% |
| 6M | +9.1% | -23.2% | +32.4% | +8.4% |
| YTD | +17.9% | -49.9% | +67.8% | +17.3% |
| 1Y | +3.2% | -38.8% | +42.0% | +0.4% |
| All | +3.2% | -45.8% | +49.0% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling