+556.2%
MS vs MDLZ
+102.9%
+453.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | +0.9% | +7.9% | -7.0% | -2.7% |
| 3M | -10.8% | +8.9% | -19.8% | -14.6% |
| 6M | +0.9% | +10.5% | -9.6% | -4.9% |
| YTD | +9.8% | +27.1% | -17.3% | -5.0% |
| 1Y | +17.1% | +20.9% | -3.8% | +4.0% |
| 3Y | +175.7% | +5.5% | +170.2% | +153.9% |
| 5Y | +125.9% | +22.2% | +103.6% | +83.6% |
| 10Y | +556.2% | +106.1% | +450.1% | +327.4% |
| All | +556.2% | +102.9% | +453.3% | +327.4% |
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