+1,346.4%
MU vs MDLZ
+17.0%
+1,329.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.9% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | +19.4% | +1.4% | +17.9% | +19.6% |
| 3M | +9.8% | 0.0% | +9.8% | +10.5% |
| 6M | +164.1% | +9.1% | +155.0% | +163.7% |
| YTD | +260.3% | +17.9% | +242.4% | +257.8% |
| 1Y | +661.2% | +3.2% | +658.0% | +665.9% |
| 3Y | +1,380.8% | -2.5% | +1,383.3% | +1,370.4% |
| 5Y | +1,346.4% | +17.6% | +1,328.8% | +1,178.6% |
| All | +1,346.4% | +17.0% | +1,329.4% | +1,178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling