+15.0%
MDLZ vs QS
-75.1%
+90.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.7% |
| 30D | -2.1% | -0.7% | -1.4% | -2.1% |
| 3M | +1.3% | -39.6% | +41.0% | +2.0% |
| 6M | +6.2% | -21.7% | +27.9% | +6.3% |
| YTD | +15.8% | -47.4% | +63.2% | +16.7% |
| 1Y | +4.1% | -28.4% | +32.5% | +3.8% |
| 3Y | -4.1% | -22.6% | +18.5% | -5.8% |
| All | +15.0% | -75.1% | +90.0% | +11.9% |
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