+45.2%
ASML vs MDLZ
+20.7%
+24.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.5% |
| 7D | +10.4% | -0.4% | +10.7% | +10.1% |
| 30D | -12.7% | +8.2% | -21.0% | -8.9% |
| 3M | -17.2% | +8.0% | -25.2% | -13.5% |
| 6M | -1.3% | +9.7% | -11.1% | +5.1% |
| YTD | +40.8% | +26.9% | +13.9% | +51.9% |
| 1Y | +45.2% | +20.9% | +24.3% | +56.8% |
| All | +45.2% | +20.7% | +24.5% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling