+350.7%
T vs MDLZ
+449.8%
-99.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.8% |
| 7D | -1.3% | -1.7% | +0.5% | -0.6% |
| 30D | +11.4% | -2.1% | +13.5% | +12.3% |
| 3M | +14.3% | +1.3% | +13.0% | +13.4% |
| 6M | -9.3% | +6.2% | -15.5% | -11.9% |
| YTD | +7.1% | +15.8% | -8.7% | -0.1% |
| 1Y | -9.1% | +4.1% | -13.2% | -11.4% |
| 3Y | +105.3% | -4.1% | +109.4% | +104.1% |
| 5Y | +66.8% | +13.4% | +53.5% | +52.7% |
| 10Y | +66.8% | +75.7% | -8.9% | +24.5% |
| All | +350.7% | +449.8% | -99.1% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling