+23.0%
MDLZ vs S
-71.1%
+94.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +2.3% | +2.0% | +0.3% | +2.3% |
| 30D | +7.9% | -2.7% | +10.7% | +7.9% |
| 3M | +7.3% | -6.9% | +14.1% | +7.3% |
| 6M | +11.7% | +38.1% | -26.4% | +11.2% |
| YTD | +28.7% | +48.0% | -19.3% | +28.0% |
| 1Y | +22.8% | +34.5% | -11.7% | +22.2% |
| 3Y | +6.6% | +38.3% | -31.7% | +5.1% |
| All | +23.0% | -71.1% | +94.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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