+374.9%
V vs MDLZ
+86.6%
+288.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -3.0% | +1.7% | -4.7% | -3.8% |
| 30D | +1.2% | +1.1% | +0.1% | +0.6% |
| 3M | +13.9% | -1.8% | +15.8% | +14.6% |
| 6M | +17.2% | +12.3% | +4.9% | +10.2% |
| YTD | +5.3% | +18.0% | -12.7% | -4.4% |
| 1Y | +9.5% | +3.8% | +5.7% | +6.0% |
| 3Y | +51.9% | -2.4% | +54.3% | +48.4% |
| 5Y | +69.6% | +18.4% | +51.2% | +44.5% |
| All | +374.9% | +86.6% | +288.3% | +232.0% |
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