+339.2%
GLW vs MDLZ
+7.0%
+332.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -3.8% |
| 7D | +7.7% | +2.3% | +5.4% | +8.6% |
| 30D | -18.8% | +7.9% | -26.8% | -16.5% |
| 3M | -27.7% | +7.3% | -35.0% | -25.5% |
| 6M | -44.4% | +11.7% | -56.1% | -41.7% |
| YTD | +31.3% | +28.7% | +2.5% | +38.1% |
| 1Y | +40.0% | +22.8% | +17.3% | +47.2% |
| 3Y | +339.2% | +6.6% | +332.6% | +367.1% |
| All | +339.2% | +7.0% | +332.2% | +367.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling