+108.3%
V vs MDLZ
+23.2%
+85.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | +0.9% | +2.3% | -1.4% | +0.2% |
| 30D | +9.0% | +7.9% | +1.0% | +6.4% |
| 3M | +16.7% | +7.3% | +9.5% | +14.1% |
| 6M | +33.4% | +11.7% | +21.7% | +28.5% |
| YTD | +22.4% | +28.7% | -6.4% | +11.9% |
| 1Y | +27.7% | +22.8% | +4.9% | +18.7% |
| 3Y | +78.0% | +6.6% | +71.4% | +71.5% |
| All | +108.3% | +23.2% | +85.1% | +76.4% |
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