+467.1%
AXP vs MDLZ
+83.6%
+383.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.9% |
| 7D | -2.5% | 0.0% | -2.4% | -2.5% |
| 30D | -5.0% | +1.4% | -6.5% | -5.7% |
| 3M | +1.4% | 0.0% | +1.3% | +0.7% |
| 6M | +6.0% | +9.1% | -3.1% | +0.3% |
| YTD | -12.3% | +17.9% | -30.2% | -21.2% |
| 1Y | +0.3% | +3.2% | -2.9% | -3.3% |
| 3Y | +111.7% | -2.5% | +114.1% | +103.9% |
| 5Y | +114.5% | +17.6% | +97.0% | +79.0% |
| 10Y | +467.1% | +87.9% | +379.1% | +277.8% |
| All | +467.1% | +83.6% | +383.5% | +277.8% |
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 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