+434.8%
MRK vs MDLZ
+460.1%
-25.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +12.7% | +1.4% | +11.2% | +12.0% |
| 3M | +24.2% | 0.0% | +24.2% | +23.9% |
| 6M | +27.8% | +9.1% | +18.7% | +22.6% |
| YTD | +42.2% | +17.9% | +24.3% | +31.8% |
| 1Y | +80.2% | +3.2% | +77.0% | +76.5% |
| 3Y | +48.4% | -2.5% | +50.9% | +47.1% |
| 5Y | +133.6% | +17.6% | +116.0% | +111.5% |
| 10Y | +236.2% | +87.9% | +148.3% | +145.2% |
| All | +434.8% | +460.1% | -25.2% | +142.5% |
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 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