+67.7%
V vs MDLZ
+17.0%
+50.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +1.9% | +1.4% | +0.4% | +1.4% |
| 3M | +13.2% | 0.0% | +13.2% | +13.0% |
| 6M | +16.7% | +9.1% | +7.6% | +13.3% |
| YTD | +5.4% | +17.9% | -12.6% | -0.9% |
| 1Y | +7.7% | +3.2% | +4.4% | +6.0% |
| 3Y | +52.0% | -2.5% | +54.5% | +50.5% |
| 5Y | +67.7% | +17.6% | +50.2% | +44.4% |
| All | +67.7% | +17.0% | +50.7% | +44.4% |
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