+22.7%
MDLZ vs S
-49.1%
+71.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +2.2% | +1.4% | +0.8% | +2.2% |
| 30D | +10.1% | -10.8% | +21.0% | +10.2% |
| 3M | +9.1% | +5.4% | +3.7% | +9.0% |
| 6M | +10.0% | +41.2% | -31.3% | +9.6% |
| YTD | +26.8% | +56.2% | -29.4% | +26.2% |
| 1Y | +22.5% | +36.3% | -13.8% | +22.1% |
| 3Y | +5.3% | +49.4% | -44.1% | +4.0% |
| 5Y | +21.4% | -66.9% | +88.3% | +19.8% |
| All | +22.7% | -49.1% | +71.8% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling