+265.1%
MU vs MDLZ
+22.7%
+242.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.5% | -10.5% | -3.3% |
| 7D | -19.1% | +8.9% | -28.0% | -11.0% |
| 30D | -25.2% | +15.2% | -40.4% | -12.7% |
| 3M | -10.9% | +9.5% | -20.4% | -0.5% |
| 6M | +38.0% | +11.7% | +26.3% | +61.5% |
| YTD | +178.8% | +28.4% | +150.4% | +253.0% |
| 1Y | +265.1% | +24.4% | +240.7% | +352.0% |
| All | +265.1% | +22.7% | +242.5% | +352.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling