+102.7%
MO vs MDLZ
+17.7%
+85.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +1.9% | -1.7% | -0.6% |
| 30D | +7.1% | +0.4% | +6.7% | +6.9% |
| 3M | -2.0% | -0.6% | -1.3% | -1.7% |
| 6M | +7.3% | +14.7% | -7.4% | +1.9% |
| YTD | +23.5% | +18.0% | +5.5% | +15.8% |
| 1Y | +11.0% | +4.1% | +6.9% | +8.9% |
| 3Y | +95.0% | -4.6% | +99.6% | +95.5% |
| All | +102.7% | +17.7% | +85.1% | +77.0% |
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