-61.4%
ADBE vs MDLZ
+17.7%
-79.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -12.9% | +1.7% | -14.6% | -13.4% |
| 30D | -5.6% | +1.1% | -6.8% | -6.0% |
| 3M | +6.6% | -1.8% | +8.5% | +7.1% |
| 6M | -9.6% | +12.3% | -21.9% | -12.7% |
| YTD | -28.9% | +18.0% | -46.9% | -32.9% |
| 1Y | -28.9% | +3.8% | -32.7% | -30.0% |
| 3Y | -55.6% | -2.4% | -53.2% | -56.0% |
| All | -61.4% | +17.7% | -79.1% | -67.5% |
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