+2,598.2%
MO vs MDLZ
+460.5%
+2,137.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.0% | +1.7% | -2.7% | -1.7% |
| 30D | +5.8% | +1.1% | +4.7% | +5.2% |
| 3M | -4.5% | -1.8% | -2.7% | -3.8% |
| 6M | +5.7% | +12.3% | -6.6% | +0.2% |
| YTD | +23.1% | +18.0% | +5.1% | +13.9% |
| 1Y | +10.9% | +3.8% | +7.1% | +8.5% |
| 3Y | +96.1% | -2.4% | +98.5% | +94.1% |
| 5Y | +100.1% | +18.4% | +81.7% | +79.5% |
| 10Y | +114.0% | +88.1% | +25.9% | +53.1% |
| All | +2,598.2% | +460.5% | +2,137.7% | +1,000.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling