+1,258.0%
GLW vs MDLZ
+449.8%
+808.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +3.8% | -1.7% | +5.5% | +4.5% |
| 30D | -1.3% | -2.1% | +0.8% | -0.7% |
| 3M | -21.8% | +1.3% | -23.1% | -24.0% |
| 6M | +6.9% | +6.2% | +0.7% | +1.3% |
| YTD | +77.2% | +15.8% | +61.4% | +61.3% |
| 1Y | +123.2% | +4.1% | +119.1% | +112.4% |
| 3Y | +400.0% | -4.1% | +404.1% | +381.3% |
| 5Y | +342.8% | +13.4% | +329.4% | +289.5% |
| 10Y | +771.4% | +75.7% | +695.6% | +523.8% |
| All | +1,258.0% | +449.8% | +808.2% | +497.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling