+109.5%
MDLZ vs QSR
+218.5%
-109.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.7% | +2.4% | -4.2% | -2.4% |
| 30D | -2.1% | +7.6% | -9.7% | -4.1% |
| 3M | +1.3% | +12.6% | -11.3% | -2.0% |
| 6M | +6.2% | +14.4% | -8.2% | +2.1% |
| YTD | +15.8% | +19.6% | -3.8% | +9.8% |
| 1Y | +4.1% | +33.9% | -29.8% | -4.5% |
| 3Y | -4.1% | +27.1% | -31.2% | -11.7% |
| 5Y | +13.4% | +48.5% | -35.2% | -1.0% |
| 10Y | +75.7% | +126.2% | -50.5% | +28.6% |
| All | +109.5% | +218.5% | -109.0% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling