+384.5%
ALAB vs MDLZ
-7.0%
+391.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +5.1% |
| 7D | +9.6% | 0.0% | +9.7% | +9.7% |
| 30D | -5.3% | +1.4% | -6.7% | -3.9% |
| 3M | -12.0% | 0.0% | -12.1% | -8.6% |
| 6M | +145.7% | +9.1% | +136.6% | +166.6% |
| YTD | +80.7% | +17.9% | +62.7% | +107.9% |
| 1Y | +40.1% | +3.2% | +36.9% | +48.8% |
| All | +384.5% | -7.0% | +391.5% | +416.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling