-37.5%
U vs MDLZ
+25.6%
-63.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +4.5% | 0.0% | +4.4% | +4.4% |
| 30D | -0.6% | -1.6% | +1.0% | -0.3% |
| 3M | +48.4% | +0.9% | +47.6% | +47.8% |
| 6M | +115.4% | +7.3% | +108.0% | +110.9% |
| YTD | -3.2% | +16.4% | -19.7% | -8.8% |
| 1Y | -6.0% | +3.0% | -9.0% | -7.7% |
| 3Y | +13.5% | -3.7% | +17.2% | +11.7% |
| 5Y | -68.0% | +15.6% | -83.6% | -71.5% |
| All | -37.5% | +25.6% | -63.0% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling