+45.4%
MRK vs MDLZ
-2.9%
+48.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.3% | +1.9% | -6.2% | -4.9% |
| 30D | +8.3% | +0.4% | +7.9% | +8.1% |
| 3M | +20.0% | -0.6% | +20.7% | +20.0% |
| 6M | +25.7% | +14.7% | +10.9% | +19.2% |
| YTD | +38.7% | +18.0% | +20.8% | +30.0% |
| 1Y | +74.7% | +4.1% | +70.6% | +70.9% |
| 3Y | +45.4% | -4.6% | +49.9% | +44.9% |
| All | +45.4% | -2.9% | +48.2% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling