+199.0%
AMD vs MDLZ
+21.4%
+177.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.0% |
| 7D | -11.0% | +1.7% | -12.7% | -11.0% |
| 30D | -30.5% | +11.2% | -41.7% | -30.8% |
| 3M | -8.2% | +6.1% | -14.4% | -8.4% |
| 6M | +6.6% | +8.6% | -2.0% | +5.6% |
| YTD | +109.7% | +25.8% | +83.8% | +99.3% |
| 1Y | +88.9% | +21.7% | +67.2% | +81.1% |
| 3Y | +301.8% | +5.8% | +296.0% | +287.9% |
| All | +199.0% | +21.4% | +177.7% | +154.2% |
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