+73.2%
MSFT vs MDLZ
+18.0%
+55.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.7% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.7% | +1.4% | -4.1% | -2.9% |
| 3M | +22.1% | 0.0% | +22.1% | +21.7% |
| 6M | +20.6% | +9.1% | +11.4% | +17.7% |
| YTD | +2.3% | +17.9% | -15.6% | -2.5% |
| 1Y | -0.5% | +3.2% | -3.8% | -1.8% |
| 3Y | +50.5% | -2.5% | +53.0% | +49.0% |
| All | +73.2% | +18.0% | +55.3% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling