+16.7%
BABA vs MDLZ
+83.6%
-66.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.3% |
| 7D | -2.2% | 0.0% | -2.1% | -2.2% |
| 30D | -17.3% | +1.4% | -18.8% | -17.8% |
| 3M | -7.8% | 0.0% | -7.8% | -8.2% |
| 6M | -16.8% | +9.1% | -25.9% | -19.6% |
| YTD | -24.7% | +17.9% | -42.6% | -29.3% |
| 1Y | -24.9% | +3.2% | -28.2% | -26.6% |
| 3Y | +29.1% | -2.5% | +31.6% | +27.3% |
| 5Y | -30.5% | +17.6% | -48.1% | -36.4% |
| 10Y | +16.7% | +87.9% | -71.2% | -11.3% |
| All | +16.7% | +83.6% | -66.9% | -11.3% |
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 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