+278.4%
TER vs MDLZ
-2.8%
+281.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +9.4% | +1.7% | +7.7% | +10.2% |
| 30D | -2.4% | +1.1% | -3.5% | -1.8% |
| 3M | +6.5% | -1.8% | +8.4% | +8.4% |
| 6M | +23.2% | +12.3% | +10.9% | +29.6% |
| YTD | +91.5% | +18.0% | +73.4% | +105.3% |
| 1Y | +214.8% | +3.8% | +211.0% | +227.0% |
| All | +278.4% | -2.8% | +281.2% | +289.7% |
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 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