+1,665.8%
AMAT vs MDLZ
+77.5%
+1,588.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -12.2% | -1.6% | -10.6% | -11.8% |
| 3M | -3.8% | +0.9% | -4.7% | -6.3% |
| 6M | +45.9% | +7.3% | +38.6% | +36.6% |
| YTD | +84.6% | +16.4% | +68.2% | +64.0% |
| 1Y | +193.4% | +3.0% | +190.4% | +177.9% |
| 3Y | +228.1% | -3.7% | +231.8% | +207.1% |
| 5Y | +268.9% | +15.6% | +253.3% | +194.6% |
| 10Y | +1,665.8% | +79.0% | +1,586.8% | +951.8% |
| All | +1,665.8% | +77.5% | +1,588.2% | +951.8% |
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