+35,650.7%
AMZN vs MDLZ
+460.1%
+35,190.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -9.2% | +1.4% | -10.7% | -9.8% |
| 3M | +3.4% | 0.0% | +3.3% | +2.7% |
| 6M | +18.2% | +9.1% | +9.1% | +13.3% |
| YTD | +9.3% | +17.9% | -8.6% | +1.2% |
| 1Y | +5.9% | +3.2% | +2.7% | +2.9% |
| 3Y | +82.6% | -2.5% | +85.1% | +76.9% |
| 5Y | +44.9% | +17.6% | +27.3% | +28.9% |
| 10Y | +564.1% | +87.9% | +476.1% | +371.1% |
| All | +35,650.7% | +460.1% | +35,190.6% | +17,753.0% |
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