+93.1%
META vs MDLZ
+22.9%
+70.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -10.8% | +10.0% | -20.7% | -12.7% |
| 3M | +8.4% | +7.1% | +1.4% | +6.6% |
| 6M | +5.4% | +9.8% | -4.4% | +2.8% |
| YTD | -2.6% | +26.6% | -29.2% | -9.3% |
| 1Y | +3.5% | +20.3% | -16.8% | -2.1% |
| 3Y | +102.0% | +5.4% | +96.6% | +94.4% |
| 5Y | +93.1% | +22.2% | +70.9% | +60.4% |
| All | +93.1% | +22.9% | +70.1% | +60.4% |
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