+1,168.6%
AXP vs MDLZ
+501.4%
+667.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +5.2% | +10.0% | -4.7% | -0.4% |
| 3M | -4.6% | +7.1% | -11.6% | -8.5% |
| 6M | +3.2% | +9.8% | -6.6% | -3.2% |
| YTD | -11.3% | +26.6% | -38.0% | -24.7% |
| 1Y | -11.0% | +20.3% | -31.3% | -22.1% |
| 3Y | +120.2% | +5.4% | +114.8% | +101.6% |
| 5Y | +91.7% | +22.2% | +69.5% | +57.8% |
| 10Y | +440.3% | +92.2% | +348.2% | +233.3% |
| All | +1,168.6% | +501.4% | +667.1% | +245.2% |
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