+112.5%
NET vs MDLZ
+14.0%
+98.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -7.0% | -1.7% | -5.2% | -6.9% |
| 30D | -4.8% | -2.1% | -2.7% | -4.7% |
| 3M | +3.8% | +1.3% | +2.5% | +3.6% |
| 6M | +50.0% | +6.2% | +43.8% | +49.0% |
| YTD | +41.5% | +15.8% | +25.7% | +38.5% |
| 1Y | +32.8% | +4.1% | +28.7% | +32.3% |
| 3Y | +335.9% | -4.1% | +340.0% | +331.6% |
| All | +112.5% | +14.0% | +98.5% | +68.5% |
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