-27.6%
AAL vs MDLZ
+499.2%
-526.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -2.1% |
| 7D | -0.1% | +2.3% | -2.4% | -1.7% |
| 30D | +11.7% | +7.9% | +3.8% | +5.6% |
| 3M | -12.5% | +7.3% | -19.8% | -17.3% |
| 6M | +3.6% | +11.7% | -8.1% | -6.0% |
| YTD | -14.1% | +28.7% | -42.8% | -31.3% |
| 1Y | +0.8% | +22.8% | -22.0% | -16.4% |
| 3Y | +11.8% | +6.6% | +5.2% | -1.0% |
| 5Y | -35.1% | +23.2% | -58.3% | -49.8% |
| 10Y | -68.3% | +108.7% | -177.0% | -85.6% |
| All | -27.6% | +499.2% | -526.8% | -90.1% |
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