+478.1%
GLW vs MDLZ
-2.9%
+481.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.8% |
| 7D | +16.9% | 0.0% | +16.9% | +16.9% |
| 30D | +7.0% | +1.4% | +5.5% | +7.4% |
| 3M | -3.0% | 0.0% | -3.0% | -1.6% |
| 6M | +31.0% | +9.1% | +21.8% | +31.8% |
| YTD | +93.4% | +17.9% | +75.5% | +95.4% |
| 1Y | +134.7% | +3.2% | +131.5% | +137.5% |
| All | +478.1% | -2.9% | +481.0% | +484.1% |
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