+740.1%
TEAM vs MDLZ
+80.7%
+659.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.1% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | +18.3% | -1.6% | +19.9% | +18.8% |
| 3M | +80.2% | +0.9% | +79.3% | +79.8% |
| 6M | +111.0% | +7.3% | +103.6% | +106.5% |
| YTD | +8.8% | +16.4% | -7.6% | +3.4% |
| 1Y | +2.2% | +3.0% | -0.8% | +0.6% |
| 3Y | -14.6% | -3.7% | -10.9% | -16.0% |
| 5Y | -53.8% | +15.6% | -69.4% | -58.1% |
| 10Y | +475.2% | +79.0% | +396.2% | +339.8% |
| All | +740.1% | +80.7% | +659.4% | +528.2% |
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 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