+504.9%
ABBV vs MDLZ
+86.5%
+418.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +0.3% | +1.9% | -1.6% | -0.5% |
| 30D | +3.4% | +0.4% | +2.9% | +3.1% |
| 3M | +15.2% | -0.6% | +15.8% | +15.3% |
| 6M | +14.7% | +14.7% | 0.0% | +8.2% |
| YTD | +15.2% | +18.0% | -2.8% | +7.0% |
| 1Y | +20.4% | +4.1% | +16.3% | +17.7% |
| 3Y | +91.3% | -4.6% | +95.9% | +91.5% |
| 5Y | +189.6% | +18.4% | +171.2% | +160.0% |
| All | +504.9% | +86.5% | +418.3% | +359.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling