+199.8%
TER vs MDLZ
+3.3%
+196.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.2% |
| 7D | +0.6% | -1.7% | +2.3% | -1.1% |
| 30D | -8.3% | -2.1% | -6.2% | -10.0% |
| 3M | -12.2% | +1.3% | -13.6% | -8.4% |
| 6M | +17.0% | +6.2% | +10.8% | +23.8% |
| YTD | +84.6% | +15.8% | +68.8% | +111.4% |
| 1Y | +199.8% | +4.1% | +195.7% | +198.4% |
| All | +199.8% | +3.3% | +196.5% | +198.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling