+786.5%
ABT vs MDLZ
+453.0%
+333.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -3.1% | 0.0% | -3.2% | -3.1% |
| 30D | -2.1% | -1.6% | -0.6% | -1.5% |
| 3M | +17.4% | +0.9% | +16.5% | +16.9% |
| 6M | -2.4% | +7.3% | -9.7% | -5.4% |
| YTD | -14.2% | +16.4% | -30.7% | -19.7% |
| 1Y | -18.3% | +3.0% | -21.3% | -19.8% |
| 3Y | +11.5% | -3.7% | +15.2% | +10.8% |
| 5Y | -9.9% | +15.6% | -25.5% | -17.1% |
| 10Y | +204.4% | +79.0% | +125.4% | +136.8% |
| All | +786.5% | +453.0% | +333.6% | +374.8% |
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