+322.4%
NET vs MDLZ
+7.2%
+315.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.0% | -1.2% |
| 7D | -16.4% | +8.9% | -25.3% | -13.4% |
| 30D | -25.8% | +15.2% | -41.0% | -21.7% |
| 3M | -11.5% | +9.5% | -21.0% | -8.0% |
| 6M | +18.9% | +11.7% | +7.2% | +24.9% |
| YTD | +35.2% | +28.4% | +6.8% | +48.6% |
| 1Y | +14.5% | +24.4% | -10.0% | +25.1% |
| All | +322.4% | +7.2% | +315.2% | +334.0% |
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