+82.7%
ASML vs MDLZ
+23.2%
+59.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.8% |
| 30D | -9.3% | +7.9% | -17.2% | -9.9% |
| 3M | -19.0% | +7.3% | -26.2% | -19.5% |
| 6M | -5.2% | +11.7% | -16.9% | -6.8% |
| YTD | +40.6% | +28.7% | +11.9% | +32.8% |
| 1Y | +47.5% | +22.8% | +24.7% | +41.1% |
| 3Y | +133.9% | +6.6% | +127.3% | +124.0% |
| All | +82.7% | +23.2% | +59.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling