+1,659.6%
AMD vs MDLZ
+502.3%
+1,157.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.8% | +13.9% | +14.3% |
| 7D | +6.5% | +2.2% | +4.3% | +5.4% |
| 30D | -15.3% | +10.1% | -25.4% | -20.1% |
| 3M | +9.7% | +9.1% | +0.6% | +3.5% |
| 6M | +13.2% | +10.0% | +3.2% | +3.8% |
| YTD | +140.6% | +26.8% | +113.7% | +102.3% |
| 1Y | +111.2% | +22.5% | +88.7% | +80.8% |
| 3Y | +334.4% | +5.3% | +329.2% | +288.3% |
| 5Y | +268.3% | +21.4% | +246.9% | +199.8% |
| 10Y | +8,077.9% | +102.0% | +7,975.9% | +4,764.5% |
| All | +1,659.6% | +502.3% | +1,157.3% | +423.2% |
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 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