-68.9%
U vs MDLZ
+18.0%
-86.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | 0.0% | +1.7% | -1.7% | -0.4% |
| 30D | -4.1% | +1.1% | -5.2% | -4.3% |
| 3M | +57.8% | -1.8% | +59.7% | +58.3% |
| 6M | +103.5% | +12.3% | +91.2% | +95.8% |
| YTD | -4.8% | +18.0% | -22.8% | -11.7% |
| 1Y | -2.4% | +3.8% | -6.2% | -4.5% |
| 3Y | +11.7% | -2.4% | +14.1% | +8.4% |
| 5Y | -68.9% | +18.4% | -87.3% | -76.2% |
| All | -68.9% | +18.0% | -86.9% | -76.2% |
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