+33.7%
BABA vs MDLZ
-4.5%
+38.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -4.8% | -1.7% | -3.0% | -4.6% |
| 30D | -11.9% | -2.1% | -9.8% | -11.7% |
| 3M | -9.3% | +1.3% | -10.6% | -9.7% |
| 6M | -14.2% | +6.2% | -20.4% | -15.4% |
| YTD | -22.0% | +15.8% | -37.8% | -24.6% |
| 1Y | -12.7% | +4.1% | -16.8% | -13.9% |
| All | +33.7% | -4.5% | +38.2% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling