+400.4%
ALAB vs MDLZ
-8.7%
+409.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.0% | +9.5% |
| 7D | +7.2% | -1.7% | +9.0% | +5.8% |
| 30D | -2.5% | -2.1% | -0.4% | -4.0% |
| 3M | -13.3% | +1.3% | -14.6% | -9.6% |
| 6M | +172.8% | +6.2% | +166.6% | +190.3% |
| YTD | +86.6% | +15.8% | +70.8% | +111.6% |
| 1Y | +65.2% | +4.1% | +61.0% | +75.5% |
| All | +400.4% | -8.7% | +409.1% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling