+376.3%
AMD vs MDLZ
+16.9%
+359.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.9% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | +4.6% | -1.6% | +6.2% | +4.7% |
| 3M | +3.1% | +0.9% | +2.3% | +2.4% |
| 6M | +162.8% | +7.3% | +155.5% | +156.5% |
| YTD | +136.2% | +16.4% | +119.7% | +125.1% |
| 1Y | +234.0% | +3.0% | +231.1% | +228.2% |
| 3Y | +376.7% | -3.7% | +380.4% | +367.2% |
| 5Y | +376.3% | +15.6% | +360.7% | +303.1% |
| All | +376.3% | +16.9% | +359.4% | +303.1% |
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