+394.5%
GLW vs MDLZ
+17.0%
+377.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +16.9% | 0.0% | +16.9% | +16.9% |
| 30D | +7.0% | +1.4% | +5.5% | +6.8% |
| 3M | -3.0% | 0.0% | -3.0% | -3.0% |
| 6M | +31.0% | +9.1% | +21.8% | +27.7% |
| YTD | +93.4% | +17.9% | +75.5% | +85.3% |
| 1Y | +134.7% | +3.2% | +131.5% | +132.2% |
| 3Y | +471.8% | -2.5% | +474.3% | +466.7% |
| 5Y | +394.5% | +17.6% | +376.9% | +327.7% |
| All | +394.5% | +17.0% | +377.5% | +327.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling