+136.0%
GOOG vs MDLZ
+17.7%
+118.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | -2.0% | +0.4% | -2.4% | -2.1% |
| 3M | -5.9% | -0.6% | -5.2% | -5.9% |
| 6M | +8.9% | +14.7% | -5.8% | +5.5% |
| YTD | +7.1% | +18.0% | -10.9% | +2.9% |
| 1Y | +39.7% | +4.1% | +35.6% | +38.0% |
| 3Y | +145.8% | -4.6% | +150.4% | +146.8% |
| All | +136.0% | +17.7% | +118.4% | +104.3% |
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