+40.6%
GLW vs MDLZ
+22.7%
+18.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.3% | -3.2% |
| 7D | -9.5% | +8.9% | -18.4% | -3.1% |
| 30D | -25.5% | +15.2% | -40.7% | -16.8% |
| 3M | -25.6% | +9.5% | -35.1% | -19.4% |
| 6M | -25.5% | +11.7% | -37.2% | -16.4% |
| YTD | +36.4% | +28.4% | +7.9% | +56.0% |
| 1Y | +40.6% | +24.4% | +16.2% | +60.1% |
| All | +40.6% | +22.7% | +18.0% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling