+1,395.4%
ASML vs MDLZ
+94.7%
+1,300.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.4% |
| 7D | -9.0% | +1.7% | -10.7% | -9.6% |
| 30D | -21.0% | +11.2% | -32.1% | -24.4% |
| 3M | -16.3% | +6.1% | -22.4% | -18.7% |
| 6M | -7.5% | +8.6% | -16.1% | -12.1% |
| YTD | +34.0% | +25.8% | +8.1% | +18.4% |
| 1Y | +39.3% | +21.7% | +17.6% | +24.8% |
| 3Y | +128.9% | +5.8% | +123.0% | +109.8% |
| 5Y | +76.1% | +21.4% | +54.7% | +46.8% |
| All | +1,395.4% | +94.7% | +1,300.7% | +898.1% |
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