+43.2%
TER vs MDLZ
+22.7%
+20.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.5% | -10.3% | -3.4% |
| 7D | -19.9% | +8.9% | -28.8% | -12.4% |
| 30D | -43.5% | +15.2% | -58.7% | -34.8% |
| 3M | -37.8% | +9.5% | -47.3% | -31.0% |
| 6M | -25.6% | +11.7% | -37.2% | -13.7% |
| YTD | +29.8% | +28.4% | +1.4% | +55.3% |
| 1Y | +43.2% | +24.4% | +18.7% | +71.8% |
| All | +43.2% | +22.7% | +20.5% | +71.8% |
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 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