+803.2%
MS vs MDLZ
+83.6%
+719.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.0% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | 0.0% | +1.4% | -1.4% | -0.8% |
| 3M | +3.0% | 0.0% | +3.0% | +2.1% |
| 6M | +35.7% | +9.1% | +26.5% | +28.2% |
| YTD | +23.3% | +17.9% | +5.4% | +11.1% |
| 1Y | +44.7% | +3.2% | +41.5% | +39.2% |
| 3Y | +178.0% | -2.5% | +180.5% | +166.3% |
| 5Y | +143.2% | +17.6% | +125.6% | +101.9% |
| 10Y | +803.2% | +87.9% | +715.2% | +483.3% |
| All | +803.2% | +83.6% | +719.6% | +483.3% |
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