+17.6%
MDLZ vs QSR
+43.4%
-25.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | 0.0% | -2.4% | +2.3% | +0.6% |
| 30D | +1.4% | +5.7% | -4.2% | -0.2% |
| 3M | 0.0% | +6.9% | -6.9% | -1.9% |
| 6M | +9.1% | +6.9% | +2.3% | +6.8% |
| YTD | +17.9% | +14.9% | +3.0% | +13.0% |
| 1Y | +3.2% | +29.1% | -25.9% | -4.6% |
| 3Y | -2.5% | +26.1% | -28.6% | -10.6% |
| 5Y | +17.6% | +42.3% | -24.7% | -0.7% |
| All | +17.6% | +43.4% | -25.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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