+2,770.9%
AVGO vs MDLZ
+86.5%
+2,684.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.5% |
| 30D | -13.0% | +0.4% | -13.4% | -13.2% |
| 3M | -6.0% | -0.6% | -5.3% | -6.5% |
| 6M | +6.4% | +14.7% | -8.4% | -0.9% |
| YTD | +5.0% | +18.0% | -13.0% | -4.1% |
| 1Y | +1.4% | +4.1% | -2.7% | -2.5% |
| 3Y | +336.8% | -4.6% | +341.4% | +321.0% |
| 5Y | +698.2% | +18.4% | +679.8% | +560.1% |
| All | +2,770.9% | +86.5% | +2,684.4% | +1,821.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling