+114.9%
AXP vs MDLZ
+7.0%
+107.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | -0.1% | +2.3% | -2.4% | -0.2% |
| 30D | +4.4% | +7.9% | -3.5% | +4.2% |
| 3M | -6.4% | +7.3% | -13.7% | -6.6% |
| 6M | +4.2% | +11.7% | -7.5% | +3.8% |
| YTD | -12.4% | +28.7% | -41.1% | -13.9% |
| 1Y | -11.1% | +22.8% | -33.9% | -12.2% |
| 3Y | +114.9% | +6.6% | +108.3% | +114.1% |
| All | +114.9% | +7.0% | +107.9% | +114.1% |
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