+166.8%
AXTI vs MDLZ
+460.5%
-293.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | +15.1% | +1.7% | +13.5% | +14.6% |
| 30D | -12.3% | +1.1% | -13.4% | -12.8% |
| 3M | -24.1% | -1.8% | -22.3% | -25.3% |
| 6M | +46.0% | +12.3% | +33.8% | +36.9% |
| YTD | +295.7% | +18.0% | +277.7% | +263.2% |
| 1Y | +1,825.6% | +3.8% | +1,821.8% | +1,735.4% |
| 3Y | +2,630.0% | -2.4% | +2,632.4% | +2,487.7% |
| 5Y | +601.0% | +18.4% | +582.6% | +505.3% |
| 10Y | +1,459.0% | +88.1% | +1,370.9% | +1,005.2% |
| All | +166.8% | +460.5% | -293.7% | 0.0% |
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