+2,243.1%
AMAT vs MDLZ
+449.8%
+1,793.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | -1.7% | +0.2% | -0.7% |
| 30D | -14.8% | -2.1% | -12.7% | -14.1% |
| 3M | -9.3% | +1.3% | -10.6% | -11.8% |
| 6M | +27.4% | +6.2% | +21.2% | +20.6% |
| YTD | +77.6% | +15.8% | +61.8% | +60.2% |
| 1Y | +188.9% | +4.1% | +184.8% | +173.2% |
| 3Y | +202.3% | -4.1% | +206.4% | +186.9% |
| 5Y | +248.9% | +13.4% | +235.5% | +201.2% |
| 10Y | +1,585.2% | +75.7% | +1,509.5% | +1,079.3% |
| All | +2,243.1% | +449.8% | +1,793.3% | +788.0% |
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 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