+142.7%
AMAT vs MDLZ
+5.0%
+137.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +3.7% |
| 7D | -14.7% | +1.7% | -16.4% | -14.0% |
| 30D | -36.1% | +11.2% | -47.3% | -32.8% |
| 3M | -36.9% | +6.1% | -43.0% | -34.6% |
| 6M | -22.2% | +8.6% | -30.7% | -17.8% |
| YTD | +29.9% | +25.8% | +4.1% | +40.6% |
| 1Y | +43.3% | +21.7% | +21.6% | +54.2% |
| 3Y | +142.7% | +5.8% | +136.9% | +133.0% |
| All | +142.7% | +5.0% | +137.6% | +133.0% |
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