+188.3%
AMAT vs MDLZ
+4.4%
+183.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | +0.1% |
| 7D | +6.9% | 0.0% | +7.0% | +6.9% |
| 30D | -10.1% | +1.4% | -11.6% | -9.0% |
| 3M | -6.0% | 0.0% | -6.0% | -2.9% |
| 6M | +38.6% | +9.1% | +29.5% | +44.5% |
| YTD | +83.1% | +17.9% | +65.1% | +98.2% |
| 1Y | +188.3% | +3.2% | +185.1% | +198.4% |
| All | +188.3% | +4.4% | +183.9% | +198.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling