+102,910.1%
AAPL vs MDLZ
+460.1%
+102,450.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | +2.3% | +1.4% | +0.9% | +1.6% |
| 3M | +8.6% | 0.0% | +8.6% | +8.3% |
| 6M | +21.6% | +9.1% | +12.4% | +16.5% |
| YTD | +16.3% | +17.9% | -1.6% | +7.3% |
| 1Y | +35.1% | +3.2% | +31.8% | +31.5% |
| 3Y | +79.4% | -2.5% | +81.9% | +75.6% |
| 5Y | +109.8% | +17.6% | +92.3% | +88.7% |
| 10Y | +1,237.1% | +87.9% | +1,149.1% | +898.6% |
| All | +102,910.1% | +460.1% | +102,450.1% | +48,709.1% |
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