+151.4%
ADBE vs MDLZ
+86.5%
+64.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | +1.9% | -7.3% | -6.2% |
| 30D | -2.5% | +0.4% | -2.9% | -2.7% |
| 3M | +15.3% | -0.6% | +15.9% | +15.7% |
| 6M | -7.8% | +14.7% | -22.6% | -14.3% |
| YTD | -27.9% | +18.0% | -45.9% | -34.5% |
| 1Y | -28.0% | +4.1% | -32.2% | -30.4% |
| 3Y | -55.3% | -4.6% | -50.7% | -55.8% |
| 5Y | -61.7% | +18.4% | -80.1% | -67.4% |
| All | +151.4% | +86.5% | +64.9% | +76.7% |
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