+21.4%
MDLZ vs QS
-90.0%
+111.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.6% | -0.1% |
| 7D | -0.4% | -5.6% | +5.2% | -0.3% |
| 30D | +8.2% | -5.8% | +14.1% | +8.3% |
| 3M | +8.0% | -39.2% | +47.2% | +8.7% |
| 6M | +9.7% | -53.9% | +63.7% | +10.8% |
| YTD | +26.9% | -62.8% | +89.6% | +28.5% |
| 1Y | +20.9% | -73.5% | +94.4% | +23.3% |
| 3Y | +5.3% | -29.1% | +34.4% | +2.8% |
| 5Y | +21.4% | -90.0% | +111.4% | +19.9% |
| All | +21.4% | -90.0% | +111.4% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling