+127.8%
AAPL vs MDLZ
+17.7%
+110.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | +1.9% | +2.0% | +3.2% |
| 30D | +9.9% | +0.4% | +9.5% | +9.7% |
| 3M | +12.5% | -0.6% | +13.1% | +12.5% |
| 6M | +27.6% | +14.7% | +12.9% | +21.5% |
| YTD | +22.6% | +18.0% | +4.6% | +14.7% |
| 1Y | +45.0% | +4.1% | +40.9% | +41.8% |
| 3Y | +87.8% | -4.6% | +92.3% | +88.2% |
| All | +127.8% | +17.7% | +110.1% | +95.9% |
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