+878.4%
MSFT vs MDLZ
+86.5%
+791.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +1.9% | -2.7% | -1.6% |
| 30D | +0.8% | +0.4% | +0.4% | +0.6% |
| 3M | +27.2% | -0.6% | +27.8% | +26.7% |
| 6M | +22.9% | +14.7% | +8.2% | +13.7% |
| YTD | +3.1% | +18.0% | -14.8% | -6.7% |
| 1Y | -0.3% | +4.1% | -4.4% | -4.2% |
| 3Y | +50.1% | -4.6% | +54.7% | +46.4% |
| 5Y | +74.6% | +18.4% | +56.3% | +46.0% |
| All | +878.4% | +86.5% | +791.8% | +558.2% |
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