-7.5%
ASML vs MDLZ
+9.3%
-16.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +3.8% |
| 7D | -9.0% | +1.7% | -10.7% | -7.2% |
| 30D | -21.0% | +11.2% | -32.1% | -10.9% |
| 3M | -16.3% | +6.1% | -22.4% | -10.0% |
| 6M | -7.5% | +8.6% | -16.1% | +5.8% |
| All | -7.5% | +9.3% | -16.8% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling