+28.2%
BABA vs MDLZ
+122.8%
-94.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | -1.7% | -3.0% | -4.2% |
| 30D | -11.9% | -2.1% | -9.8% | -11.4% |
| 3M | -9.3% | +1.3% | -10.6% | -10.2% |
| 6M | -14.2% | +6.2% | -20.4% | -16.7% |
| YTD | -22.0% | +15.8% | -37.8% | -26.7% |
| 1Y | -12.7% | +4.1% | -16.8% | -15.1% |
| 3Y | +26.7% | -4.1% | +30.7% | +25.3% |
| 5Y | -29.3% | +13.4% | -42.7% | -34.9% |
| 10Y | +21.2% | +75.7% | -54.5% | -8.3% |
| All | +28.2% | +122.8% | -94.7% | -11.8% |
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 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