+70.3%
T vs MDLZ
+86.5%
-16.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | +1.9% | -0.4% | +0.6% |
| 30D | +7.5% | +0.4% | +7.0% | +7.2% |
| 3M | +14.8% | -0.6% | +15.4% | +14.8% |
| 6M | -1.7% | +14.7% | -16.5% | -8.0% |
| YTD | +8.7% | +18.0% | -9.3% | 0.0% |
| 1Y | -7.5% | +4.1% | -11.6% | -10.0% |
| 3Y | +110.2% | -4.6% | +114.8% | +109.4% |
| 5Y | +71.6% | +18.4% | +53.3% | +51.0% |
| All | +70.3% | +86.5% | -16.3% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling