-29.5%
BABA vs MDLZ
+16.3%
-45.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -4.8% | -1.7% | -3.0% | -4.4% |
| 30D | -11.9% | -2.1% | -9.8% | -11.5% |
| 3M | -9.3% | +1.3% | -10.6% | -10.0% |
| 6M | -14.2% | +6.2% | -20.4% | -16.3% |
| YTD | -22.0% | +15.8% | -37.8% | -26.2% |
| 1Y | -12.7% | +4.1% | -16.8% | -14.7% |
| 3Y | +26.7% | -4.1% | +30.7% | +25.5% |
| All | -29.5% | +16.3% | -45.8% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling