+228.2%
TER vs MDLZ
+17.0%
+211.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.2% |
| 7D | +12.4% | 0.0% | +12.4% | +12.3% |
| 30D | +5.1% | +1.4% | +3.7% | +5.2% |
| 3M | +4.0% | 0.0% | +3.9% | +4.5% |
| 6M | +29.5% | +9.1% | +20.4% | +28.5% |
| YTD | +98.5% | +17.9% | +80.5% | +94.8% |
| 1Y | +234.1% | +3.2% | +230.9% | +234.1% |
| 3Y | +289.0% | -2.5% | +291.5% | +284.0% |
| 5Y | +228.2% | +17.6% | +210.6% | +172.7% |
| All | +228.2% | +17.0% | +211.2% | +172.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling