+6.6%
AMD vs MDLZ
+9.3%
-2.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +9.1% |
| 7D | -11.0% | +1.7% | -12.7% | -8.4% |
| 30D | -30.5% | +11.2% | -41.7% | -16.0% |
| 3M | -8.2% | +6.1% | -14.4% | +2.8% |
| 6M | +6.6% | +8.6% | -2.0% | +30.6% |
| All | +6.6% | +9.3% | -2.7% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling