+16.3%
BABA vs MDLZ
+144.1%
-127.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +2.4% | +2.2% | +0.2% | +1.7% |
| 30D | -7.8% | +10.1% | -17.9% | -10.6% |
| 3M | -22.4% | +9.1% | -31.5% | -24.7% |
| 6M | -26.0% | +10.0% | -36.0% | -28.8% |
| YTD | -29.3% | +26.8% | -56.1% | -35.5% |
| 1Y | -37.5% | +22.5% | -60.0% | -42.4% |
| 3Y | +31.9% | +5.3% | +26.6% | +26.6% |
| 5Y | -33.4% | +21.4% | -54.9% | -40.0% |
| 10Y | +15.7% | +102.0% | -86.3% | -16.8% |
| All | +16.3% | +144.1% | -127.8% | -22.4% |
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