+214.0%
AMAT vs MDLZ
-4.5%
+218.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.2% |
| 7D | -1.5% | -1.7% | +0.2% | -2.1% |
| 30D | -14.8% | -2.1% | -12.7% | -15.3% |
| 3M | -9.3% | +1.3% | -10.6% | -8.1% |
| 6M | +27.4% | +6.2% | +21.2% | +29.6% |
| YTD | +77.6% | +15.8% | +61.8% | +83.5% |
| 1Y | +188.9% | +4.1% | +184.8% | +194.3% |
| All | +214.0% | -4.5% | +218.5% | +212.0% |
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