+63.9%
META vs MDLZ
+16.9%
+47.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +3.6% | -1.6% | +5.2% | +3.9% |
| 3M | +4.9% | +0.9% | +4.0% | +4.4% |
| 6M | -4.7% | +7.3% | -12.0% | -6.8% |
| YTD | -6.9% | +16.4% | -23.3% | -11.6% |
| 1Y | -18.2% | +3.0% | -21.1% | -19.4% |
| 3Y | +107.8% | -3.7% | +111.5% | +104.7% |
| 5Y | +63.9% | +15.6% | +48.3% | +39.5% |
| All | +63.9% | +16.9% | +47.0% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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