+599.3%
MU vs MDLZ
+3.8%
+595.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.8% |
| 7D | +2.0% | +1.7% | +0.3% | +3.4% |
| 30D | +12.5% | +1.1% | +11.4% | +13.7% |
| 3M | +9.6% | -1.8% | +11.5% | +13.6% |
| 6M | +142.6% | +12.3% | +130.3% | +157.6% |
| YTD | +242.7% | +18.0% | +224.6% | +281.4% |
| 1Y | +599.3% | +3.8% | +595.5% | +652.9% |
| All | +599.3% | +3.8% | +595.5% | +652.9% |
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