+247.2%
AMAT vs MDLZ
+14.0%
+233.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | -1.5% | -1.7% | +0.2% | -1.5% |
| 30D | -14.8% | -2.1% | -12.7% | -14.8% |
| 3M | -9.3% | +1.3% | -10.6% | -9.9% |
| 6M | +27.4% | +6.2% | +21.2% | +25.1% |
| YTD | +77.6% | +15.8% | +61.8% | +70.7% |
| 1Y | +188.9% | +4.1% | +184.8% | +184.3% |
| 3Y | +202.3% | -4.1% | +206.4% | +194.3% |
| All | +247.2% | +14.0% | +233.2% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling