+1,802.9%
TER vs MDLZ
+86.6%
+1,716.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +9.4% | +1.7% | +7.7% | +8.8% |
| 30D | -2.4% | +1.1% | -3.5% | -2.9% |
| 3M | +6.5% | -1.8% | +8.4% | +6.0% |
| 6M | +23.2% | +12.3% | +10.9% | +15.1% |
| YTD | +91.5% | +18.0% | +73.4% | +74.4% |
| 1Y | +214.8% | +3.8% | +211.0% | +201.2% |
| 3Y | +275.3% | -2.4% | +277.8% | +255.5% |
| 5Y | +211.9% | +18.4% | +193.5% | +158.4% |
| All | +1,802.9% | +86.6% | +1,716.3% | +1,171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling