+339.7%
AVGO vs MDLZ
-2.9%
+342.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.7% |
| 7D | -0.8% | 0.0% | -0.7% | -0.8% |
| 30D | -13.7% | +1.4% | -15.2% | -13.2% |
| 3M | -6.9% | 0.0% | -7.0% | -6.1% |
| 6M | +5.8% | +9.1% | -3.4% | +9.4% |
| YTD | +5.7% | +17.9% | -12.3% | +12.0% |
| 1Y | +9.0% | +3.2% | +5.8% | +12.0% |
| All | +339.7% | -2.9% | +342.6% | +355.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling