+31,416.6%
AVGO vs MDLZ
+388.4%
+31,028.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | -1.7% | -1.2% | -2.2% |
| 30D | -14.4% | -2.1% | -12.3% | -13.8% |
| 3M | -14.4% | +1.3% | -15.7% | -16.0% |
| 6M | +13.1% | +6.2% | +6.9% | +8.1% |
| YTD | +3.8% | +15.8% | -12.0% | -5.5% |
| 1Y | +17.8% | +4.1% | +13.7% | +12.3% |
| 3Y | +325.3% | -4.1% | +329.3% | +304.4% |
| 5Y | +689.9% | +13.4% | +676.6% | +574.3% |
| 10Y | +2,597.0% | +75.7% | +2,521.3% | +1,698.2% |
| All | +31,416.6% | +388.4% | +31,028.2% | +11,291.7% |
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 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