+1,262.7%
ADI vs MDLZ
+460.1%
+802.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +2.6% | 0.0% | +2.7% | +2.6% |
| 30D | -4.6% | +1.4% | -6.1% | -5.4% |
| 3M | -9.5% | 0.0% | -9.5% | -10.5% |
| 6M | +14.8% | +9.1% | +5.7% | +8.9% |
| YTD | +35.8% | +17.9% | +17.9% | +23.8% |
| 1Y | +48.9% | +3.2% | +45.7% | +43.9% |
| 3Y | +115.6% | -2.5% | +118.0% | +109.4% |
| 5Y | +135.1% | +17.6% | +117.5% | +107.3% |
| 10Y | +636.4% | +87.9% | +548.5% | +420.7% |
| All | +1,262.7% | +460.1% | +802.6% | +417.3% |
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