+2,448.9%
MU vs MDLZ
+449.8%
+1,999.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +9.0% | -1.7% | +10.7% | +10.0% |
| 30D | +13.8% | -2.1% | +15.9% | +14.9% |
| 3M | +2.1% | +1.3% | +0.8% | -1.7% |
| 6M | +153.8% | +6.2% | +147.6% | +136.8% |
| YTD | +256.4% | +15.8% | +240.6% | +214.1% |
| 1Y | +719.8% | +4.1% | +715.6% | +663.8% |
| 3Y | +1,360.4% | -4.1% | +1,364.5% | +1,253.7% |
| 5Y | +1,312.4% | +13.4% | +1,299.1% | +1,057.5% |
| 10Y | +6,142.6% | +75.7% | +6,066.8% | +3,676.1% |
| All | +2,448.9% | +449.8% | +1,999.1% | +561.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling