+65.2%
ALAB vs MDLZ
+3.3%
+61.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.0% | +9.5% |
| 7D | +7.2% | -1.7% | +9.0% | +5.4% |
| 30D | -2.5% | -2.1% | -0.4% | -4.5% |
| 3M | -13.3% | +1.3% | -14.6% | -8.9% |
| 6M | +172.8% | +6.2% | +166.6% | +187.8% |
| YTD | +86.6% | +15.8% | +70.8% | +116.8% |
| 1Y | +65.2% | +4.1% | +61.0% | +64.1% |
| All | +65.2% | +3.3% | +61.9% | +64.1% |
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