+164.3%
INTC vs MDLZ
-2.8%
+167.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +9.4% | +1.7% | +7.8% | +9.7% |
| 30D | +2.7% | +1.1% | +1.6% | +2.9% |
| 3M | -6.3% | -1.8% | -4.4% | -5.2% |
| 6M | +114.5% | +12.3% | +102.2% | +115.8% |
| YTD | +171.9% | +18.0% | +153.8% | +173.3% |
| 1Y | +305.0% | +3.8% | +301.2% | +308.4% |
| All | +164.3% | -2.8% | +167.2% | +157.3% |
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 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