+1,851.8%
MU vs MDLZ
+511.4%
+1,340.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.3% |
| 7D | +12.8% | +2.3% | +10.5% | +11.5% |
| 30D | -14.9% | +7.9% | -22.8% | -18.8% |
| 3M | -18.0% | +7.3% | -25.3% | -22.0% |
| 6M | -3.1% | +11.7% | -14.8% | -12.4% |
| YTD | +172.9% | +28.7% | +144.2% | +125.1% |
| 1Y | +228.8% | +22.8% | +206.1% | +178.7% |
| 3Y | +950.8% | +6.6% | +944.3% | +815.6% |
| 5Y | +931.3% | +23.2% | +908.1% | +704.4% |
| 10Y | +4,417.7% | +108.7% | +4,309.0% | +2,361.3% |
| All | +1,851.8% | +511.4% | +1,340.4% | +374.2% |
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