+1,188.1%
ADBE vs MDLZ
+453.0%
+735.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.7% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -3.0% | -1.6% | -1.4% | -2.3% |
| 3M | +5.0% | +0.9% | +4.1% | +4.6% |
| 6M | -9.3% | +7.3% | -16.6% | -12.8% |
| YTD | -26.5% | +16.4% | -42.9% | -32.6% |
| 1Y | -28.3% | +3.0% | -31.2% | -30.3% |
| 3Y | -54.1% | -3.7% | -50.4% | -54.9% |
| 5Y | -61.2% | +15.6% | -76.8% | -65.6% |
| 10Y | +152.5% | +79.0% | +73.5% | +78.9% |
| All | +1,188.1% | +453.0% | +735.1% | +419.0% |
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