-1.0%
ALAB vs MDLZ
+12.1%
-13.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | +0.4% |
| 7D | +16.3% | +2.3% | +14.0% | +21.8% |
| 30D | -26.1% | +7.9% | -34.1% | -10.7% |
| 3M | -31.3% | +7.3% | -38.5% | -18.0% |
| 6M | -1.0% | +11.7% | -12.7% | +44.8% |
| All | -1.0% | +12.1% | -13.1% | +44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling