+995.4%
MU vs MDLZ
+5.7%
+989.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.6% | +12.0% |
| 7D | +2.0% | -1.0% | +3.0% | +1.3% |
| 30D | -18.0% | +7.9% | -25.9% | -13.4% |
| 3M | -6.6% | +8.9% | -15.5% | -0.6% |
| 6M | +2.0% | +10.5% | -8.5% | +11.5% |
| YTD | +184.5% | +27.1% | +157.3% | +225.8% |
| 1Y | +236.9% | +20.9% | +215.9% | +279.3% |
| All | +995.4% | +5.7% | +989.7% | +1,035.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling