+32.6%
NET vs MDLZ
+24.9%
+7.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.0% | -2.4% |
| 7D | -16.4% | +8.9% | -25.3% | -16.0% |
| 30D | -25.8% | +15.2% | -41.0% | -25.6% |
| 3M | -11.5% | +9.5% | -21.0% | -11.2% |
| 6M | +18.9% | +11.7% | +7.2% | +19.2% |
| YTD | +35.2% | +28.4% | +6.8% | +33.4% |
| 1Y | +14.5% | +24.4% | -10.0% | +13.5% |
| 3Y | +313.8% | +7.1% | +306.7% | +310.4% |
| 5Y | +32.6% | +24.2% | +8.3% | +16.4% |
| All | +32.6% | +24.9% | +7.7% | +16.4% |
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