+1,014.6%
MU vs MDLZ
+21.8%
+992.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.6% | +11.9% |
| 7D | +2.0% | -1.0% | +3.0% | +1.8% |
| 30D | -18.0% | +7.9% | -25.9% | -16.6% |
| 3M | -6.6% | +8.9% | -15.5% | -4.8% |
| 6M | +2.0% | +10.5% | -8.5% | +4.3% |
| YTD | +184.5% | +27.1% | +157.3% | +187.7% |
| 1Y | +236.9% | +20.9% | +215.9% | +242.2% |
| 3Y | +987.0% | +5.5% | +981.4% | +997.1% |
| 5Y | +1,014.6% | +22.2% | +992.4% | +922.3% |
| All | +1,014.6% | +21.8% | +992.8% | +922.3% |
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