+22.9%
MDLZ vs RF
+42.4%
-19.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | +6.9% | -1.6% | +8.5% | +7.1% |
| 30D | +12.1% | +5.0% | +7.0% | +11.5% |
| 3M | +7.7% | -10.0% | +17.7% | +8.9% |
| 6M | +10.8% | +3.3% | +7.5% | +10.3% |
| YTD | +27.4% | +7.9% | +19.4% | +25.9% |
| 1Y | +23.5% | +21.2% | +2.3% | +20.3% |
| 3Y | +6.2% | +105.8% | -99.6% | -5.5% |
| 5Y | +22.9% | +43.7% | -20.9% | +17.4% |
| All | +22.9% | +42.4% | -19.6% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling