+6,189.0%
ASML vs MDLZ
+497.6%
+5,691.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.6% |
| 7D | -9.0% | +1.7% | -10.7% | -9.9% |
| 30D | -21.0% | +11.2% | -32.1% | -25.4% |
| 3M | -16.3% | +6.1% | -22.4% | -19.4% |
| 6M | -7.5% | +8.6% | -16.1% | -13.3% |
| YTD | +34.0% | +25.8% | +8.1% | +15.7% |
| 1Y | +39.3% | +21.7% | +17.6% | +22.2% |
| 3Y | +128.9% | +5.8% | +123.0% | +107.0% |
| 5Y | +76.1% | +21.4% | +54.7% | +47.0% |
| 10Y | +1,428.4% | +97.2% | +1,331.2% | +866.0% |
| All | +6,189.0% | +497.6% | +5,691.4% | +1,809.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling