+1,809.5%
AMAT vs MDLZ
+501.4%
+1,308.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.6% | +10.7% | +11.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -26.9% | +10.0% | -36.9% | -30.4% |
| 3M | -31.2% | +7.1% | -38.3% | -33.9% |
| 6M | -14.7% | +9.8% | -24.5% | -20.8% |
| YTD | +44.7% | +26.6% | +18.1% | +24.4% |
| 1Y | +62.0% | +20.3% | +41.6% | +42.6% |
| 3Y | +165.0% | +5.4% | +159.6% | +139.8% |
| 5Y | +147.1% | +22.2% | +124.9% | +105.0% |
| 10Y | +1,315.3% | +92.2% | +1,223.1% | +845.0% |
| All | +1,809.5% | +501.4% | +1,308.0% | +589.4% |
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 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