-35.7%
U vs MDLZ
+27.2%
-62.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +5.5% | +1.9% | +3.6% | +5.1% |
| 30D | -1.3% | +0.4% | -1.7% | -1.3% |
| 3M | +64.6% | -0.6% | +65.2% | +64.6% |
| 6M | +119.4% | +14.7% | +104.6% | +111.4% |
| YTD | -0.5% | +18.0% | -18.5% | -6.4% |
| 1Y | +1.3% | +4.1% | -2.8% | -0.6% |
| 3Y | +15.6% | -4.6% | +20.2% | +15.2% |
| 5Y | -67.5% | +18.4% | -85.8% | -71.1% |
| All | -35.7% | +27.2% | -62.9% | -42.6% |
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