-9.1%
T vs MDLZ
+3.3%
-12.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -1.3% | -1.7% | +0.5% | -0.7% |
| 30D | +11.4% | -2.1% | +13.5% | +12.0% |
| 3M | +14.3% | +1.3% | +13.0% | +13.5% |
| 6M | -9.3% | +6.2% | -15.5% | -11.1% |
| YTD | +7.1% | +15.8% | -8.7% | +1.7% |
| 1Y | -9.1% | +4.1% | -13.2% | -9.9% |
| All | -9.1% | +3.3% | -12.4% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling