+765.3%
AMGN vs MDLZ
+460.1%
+305.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -11.6% | 0.0% | -11.6% | -11.7% |
| 30D | -5.7% | +1.4% | -7.1% | -6.3% |
| 3M | +14.2% | 0.0% | +14.2% | +13.8% |
| 6M | +5.2% | +9.1% | -4.0% | +1.0% |
| YTD | +22.0% | +17.9% | +4.0% | +12.9% |
| 1Y | +43.6% | +3.2% | +40.4% | +40.3% |
| 3Y | +65.0% | -2.5% | +67.5% | +63.4% |
| 5Y | +112.0% | +17.6% | +94.5% | +92.3% |
| 10Y | +216.6% | +87.9% | +128.6% | +135.5% |
| All | +765.3% | +460.1% | +305.2% | +341.9% |
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