+833.1%
GLW vs MDLZ
+86.6%
+746.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +11.7% | +1.7% | +10.1% | +11.0% |
| 30D | +2.7% | +1.1% | +1.5% | +1.9% |
| 3M | -2.8% | -1.8% | -1.0% | -3.6% |
| 6M | +20.2% | +12.3% | +7.9% | +10.8% |
| YTD | +87.3% | +18.0% | +69.2% | +68.1% |
| 1Y | +119.6% | +3.8% | +115.8% | +109.4% |
| 3Y | +453.7% | -2.4% | +456.1% | +428.0% |
| 5Y | +376.1% | +18.4% | +357.7% | +292.8% |
| All | +833.1% | +86.6% | +746.4% | +513.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling