+108.6%
ASML vs MDLZ
+14.0%
+94.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | +2.2% | -2.1% | +4.3% | +2.4% |
| 3M | -2.3% | +1.3% | -3.6% | -3.1% |
| 6M | +23.0% | +6.2% | +16.8% | +20.3% |
| YTD | +61.1% | +15.8% | +45.3% | +53.6% |
| 1Y | +129.1% | +4.1% | +125.0% | +124.7% |
| 3Y | +165.4% | -4.1% | +169.4% | +156.7% |
| All | +108.6% | +14.0% | +94.6% | +68.2% |
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