+11.7%
BABA vs MDLZ
+105.1%
-93.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.8% | -7.0% |
| 7D | -12.7% | -0.4% | -12.3% | -12.6% |
| 30D | -14.9% | +8.2% | -23.1% | -16.8% |
| 3M | -24.6% | +8.0% | -32.6% | -26.4% |
| 6M | -29.3% | +9.7% | -39.1% | -31.7% |
| YTD | -35.0% | +26.9% | -61.9% | -40.3% |
| 1Y | -39.7% | +20.9% | -60.6% | -43.8% |
| 3Y | +21.2% | +5.3% | +15.9% | +16.9% |
| 5Y | -39.9% | +21.4% | -61.3% | -45.3% |
| All | +11.7% | +105.1% | -93.4% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling