+6,549.2%
GILD vs MDLZ
+460.3%
+6,088.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | +1.9% | -6.7% | -5.5% |
| 30D | +5.8% | +0.4% | +5.4% | +5.5% |
| 3M | +14.9% | -0.6% | +15.6% | +14.9% |
| 6M | -0.4% | +14.7% | -15.1% | -6.1% |
| YTD | +18.5% | +18.0% | +0.6% | +10.1% |
| 1Y | +25.1% | +4.1% | +21.0% | +22.0% |
| 3Y | +105.9% | -4.6% | +110.5% | +105.3% |
| 5Y | +143.0% | +18.4% | +124.6% | +120.8% |
| 10Y | +162.4% | +88.0% | +74.4% | +93.2% |
| All | +6,549.2% | +460.3% | +6,088.9% | +2,843.6% |
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 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