+24.5%
ALAB vs MDLZ
+22.7%
+1.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -0.4% |
| 7D | -24.9% | +8.9% | -33.8% | -16.4% |
| 30D | -38.4% | +15.2% | -53.6% | -26.8% |
| 3M | -38.3% | +9.5% | -47.8% | -29.9% |
| 6M | +10.9% | +11.7% | -0.7% | +32.7% |
| YTD | +34.2% | +28.4% | +5.8% | +69.7% |
| 1Y | +24.5% | +24.4% | +0.1% | +56.3% |
| All | +24.5% | +22.7% | +1.9% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling