+5,731.6%
MU vs MDLZ
+86.5%
+5,645.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.1% | +1.9% | -6.0% | -4.6% |
| 30D | +7.0% | +0.4% | +6.6% | +6.7% |
| 3M | -2.1% | -0.6% | -1.4% | -3.2% |
| 6M | +133.1% | +14.7% | +118.3% | +115.3% |
| YTD | +241.9% | +18.0% | +223.9% | +209.8% |
| 1Y | +548.8% | +4.1% | +544.6% | +519.9% |
| 3Y | +1,308.2% | -4.6% | +1,312.8% | +1,245.8% |
| 5Y | +1,260.7% | +18.4% | +1,242.4% | +1,004.1% |
| All | +5,731.6% | +86.5% | +5,645.1% | +3,503.0% |
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 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