-11.3%
ABT vs MDLZ
+17.7%
-28.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | -5.9% | +1.9% | -7.8% | -6.6% |
| 30D | -8.1% | +0.4% | -8.5% | -8.3% |
| 3M | +14.5% | -0.6% | +15.2% | +14.6% |
| 6M | -6.3% | +14.7% | -21.0% | -11.6% |
| YTD | -17.1% | +18.0% | -35.1% | -23.0% |
| 1Y | -21.4% | +4.1% | -25.5% | -23.1% |
| 3Y | +5.9% | -4.6% | +10.5% | +5.6% |
| All | -11.3% | +17.7% | -28.9% | -24.9% |
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