+1,171.9%
AXP vs MDLZ
+449.8%
+722.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | -1.7% | -0.4% | -1.1% |
| 30D | -6.5% | -2.1% | -4.4% | -5.5% |
| 3M | +4.6% | +1.3% | +3.3% | +3.1% |
| 6M | +5.4% | +6.2% | -0.8% | +0.5% |
| YTD | -11.1% | +15.8% | -26.9% | -20.3% |
| 1Y | -0.3% | +4.1% | -4.4% | -5.2% |
| 3Y | +111.6% | -4.1% | +115.7% | +104.4% |
| 5Y | +117.6% | +13.4% | +104.2% | +87.0% |
| 10Y | +474.1% | +75.7% | +398.4% | +271.7% |
| All | +1,171.9% | +449.8% | +722.0% | +265.3% |
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 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