+13,245.4%
GOOG vs MDLZ
+448.6%
+12,796.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.5% | +1.7% | -4.2% | -3.2% |
| 30D | -3.6% | +1.1% | -4.7% | -4.2% |
| 3M | -6.4% | -1.8% | -4.6% | -6.3% |
| 6M | +7.8% | +12.3% | -4.5% | +1.2% |
| YTD | +5.5% | +18.0% | -12.5% | -3.6% |
| 1Y | +38.3% | +3.8% | +34.5% | +33.5% |
| 3Y | +143.1% | -2.4% | +145.5% | +134.7% |
| 5Y | +135.0% | +18.4% | +116.6% | +103.8% |
| 10Y | +778.1% | +88.1% | +690.0% | +495.4% |
| All | +13,245.4% | +448.6% | +12,796.8% | +4,650.5% |
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