+117.0%
AXP vs MDLZ
+5.0%
+112.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.5% |
| 30D | +5.8% | +11.2% | -5.4% | +5.6% |
| 3M | -6.0% | +6.1% | -12.2% | -6.1% |
| 6M | +0.3% | +8.6% | -8.3% | 0.0% |
| YTD | -12.3% | +25.8% | -38.1% | -13.7% |
| 1Y | -11.2% | +21.7% | -32.9% | -12.3% |
| 3Y | +117.0% | +5.8% | +111.2% | +115.4% |
| All | +117.0% | +5.0% | +112.0% | +115.4% |
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 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