+68.3%
T vs MDLZ
+18.0%
+50.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | +4.3% | +1.1% | +3.2% | +3.8% |
| 3M | +11.6% | -1.8% | +13.4% | +12.0% |
| 6M | -5.6% | +12.3% | -17.9% | -9.7% |
| YTD | +6.6% | +18.0% | -11.5% | -0.2% |
| 1Y | -8.4% | +3.8% | -12.2% | -10.2% |
| 3Y | +107.8% | -2.4% | +110.3% | +105.2% |
| 5Y | +68.3% | +18.4% | +49.9% | +45.8% |
| All | +68.3% | +18.0% | +50.2% | +45.8% |
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