+1,614.5%
AMAT vs MDLZ
+497.6%
+1,116.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | -14.7% | +1.7% | -16.4% | -15.4% |
| 30D | -36.1% | +11.2% | -47.3% | -39.5% |
| 3M | -36.9% | +6.1% | -43.0% | -39.2% |
| 6M | -22.2% | +8.6% | -30.7% | -27.3% |
| YTD | +29.9% | +25.8% | +4.1% | +11.9% |
| 1Y | +43.3% | +21.7% | +21.6% | +25.3% |
| 3Y | +142.7% | +5.8% | +136.9% | +118.9% |
| 5Y | +126.2% | +21.4% | +104.8% | +88.1% |
| 10Y | +1,211.7% | +97.2% | +1,114.5% | +764.8% |
| All | +1,614.5% | +497.6% | +1,116.9% | +520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling