+228.8%
MU vs MDLZ
+22.7%
+206.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -1.0% |
| 7D | +12.8% | +2.3% | +10.5% | +15.4% |
| 30D | -14.9% | +7.9% | -22.8% | -7.0% |
| 3M | -18.0% | +7.3% | -25.3% | -10.4% |
| 6M | -3.1% | +11.7% | -14.8% | +12.9% |
| YTD | +172.9% | +28.7% | +144.2% | +238.7% |
| 1Y | +228.8% | +22.8% | +206.1% | +298.2% |
| All | +228.8% | +22.7% | +206.2% | +298.2% |
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 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