+542.0%
MS vs MDLZ
+108.1%
+433.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.1% |
| 7D | +5.1% | +2.3% | +2.8% | +4.0% |
| 30D | +5.7% | +7.9% | -2.3% | +1.9% |
| 3M | -12.2% | +7.3% | -19.4% | -15.2% |
| 6M | -0.5% | +11.7% | -12.2% | -6.7% |
| YTD | +9.8% | +28.7% | -18.9% | -5.5% |
| 1Y | +17.7% | +22.8% | -5.0% | +3.8% |
| 3Y | +176.8% | +6.6% | +170.2% | +154.0% |
| 5Y | +123.7% | +23.2% | +100.5% | +81.5% |
| All | +542.0% | +108.1% | +433.9% | +315.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling