+2,926.4%
V vs MDLZ
+387.4%
+2,539.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -1.7% | -1.7% | 0.0% | -0.8% |
| 30D | +2.0% | -2.1% | +4.1% | +3.1% |
| 3M | +17.4% | +1.3% | +16.0% | +16.1% |
| 6M | +17.5% | +6.2% | +11.3% | +13.1% |
| YTD | +7.6% | +15.8% | -8.2% | -2.1% |
| 1Y | +7.7% | +4.1% | +3.6% | +3.7% |
| 3Y | +54.7% | -4.1% | +58.7% | +51.9% |
| 5Y | +73.0% | +13.4% | +59.7% | +51.8% |
| 10Y | +390.9% | +75.7% | +315.1% | +229.0% |
| All | +2,926.4% | +387.4% | +2,539.1% | +886.0% |
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 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