+17.2%
ABNB vs MDLZ
+24.8%
-7.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.1% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -8.2% | +1.4% | -9.6% | -8.4% |
| 3M | +29.1% | 0.0% | +29.1% | +28.9% |
| 6M | +26.6% | +9.1% | +17.4% | +24.0% |
| YTD | +25.0% | +17.9% | +7.0% | +19.8% |
| 1Y | +37.0% | +3.2% | +33.8% | +35.5% |
| 3Y | +16.3% | -2.5% | +18.8% | +15.4% |
| 5Y | +2.2% | +17.6% | -15.4% | -2.7% |
| All | +17.2% | +24.8% | -7.6% | +16.9% |
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 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