+5.8%
MDLZ vs RF
+104.8%
-99.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.7% | -0.9% | +2.6% | +1.7% |
| 30D | +11.2% | +6.0% | +5.2% | +10.9% |
| 3M | +6.1% | -8.9% | +15.0% | +6.5% |
| 6M | +8.6% | +2.3% | +6.2% | +8.5% |
| YTD | +25.8% | +7.6% | +18.3% | +25.2% |
| 1Y | +21.7% | +21.2% | +0.5% | +20.4% |
| 3Y | +5.8% | +108.5% | -102.7% | +3.9% |
| All | +5.8% | +104.8% | -99.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling