+358.7%
ALAB vs MDLZ
-6.9%
+365.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | +0.6% | +1.7% | -1.1% | +2.0% |
| 30D | -8.8% | +1.1% | -9.9% | -7.8% |
| 3M | -14.0% | -1.8% | -12.2% | -11.5% |
| 6M | +144.3% | +12.3% | +132.0% | +169.8% |
| YTD | +71.0% | +18.0% | +53.0% | +97.0% |
| 1Y | +23.5% | +3.8% | +19.7% | +31.6% |
| All | +358.7% | -6.9% | +365.6% | +388.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling