+542.0%
INTC vs MDLZ
+460.1%
+81.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.1% |
| 7D | +18.0% | 0.0% | +18.0% | +18.0% |
| 30D | +8.9% | +1.4% | +7.5% | +8.1% |
| 3M | -1.6% | 0.0% | -1.6% | -3.4% |
| 6M | +133.1% | +9.1% | +123.9% | +118.4% |
| YTD | +187.9% | +17.9% | +170.0% | +157.8% |
| 1Y | +334.7% | +3.2% | +331.5% | +314.6% |
| 3Y | +184.2% | -2.5% | +186.7% | +170.3% |
| 5Y | +116.0% | +17.6% | +98.4% | +84.8% |
| 10Y | +270.0% | +87.9% | +182.0% | +147.9% |
| All | +542.0% | +460.1% | +81.9% | +118.1% |
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