+195.5%
AMGN vs MDLZ
+86.5%
+109.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -13.7% | +1.9% | -15.6% | -14.4% |
| 30D | -8.8% | +0.4% | -9.2% | -9.0% |
| 3M | +7.2% | -0.6% | +7.8% | +7.2% |
| 6M | +1.3% | +14.7% | -13.5% | -5.4% |
| YTD | +17.6% | +18.0% | -0.3% | +7.8% |
| 1Y | +37.2% | +4.1% | +33.0% | +33.2% |
| 3Y | +57.7% | -4.6% | +62.3% | +57.8% |
| 5Y | +106.3% | +18.4% | +87.9% | +81.7% |
| All | +195.5% | +86.5% | +109.0% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling