-17.0%
TEAM vs MDLZ
-2.9%
-14.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.9% |
| 7D | -4.7% | 0.0% | -4.6% | -4.7% |
| 30D | +17.0% | +1.4% | +15.6% | +17.3% |
| 3M | +85.9% | 0.0% | +85.9% | +85.1% |
| 6M | +116.7% | +9.1% | +107.5% | +120.4% |
| YTD | +9.6% | +17.9% | -8.3% | +13.1% |
| 1Y | -2.5% | +3.2% | -5.8% | -0.6% |
| All | -17.0% | -2.9% | -14.0% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling