-42.8%
INTU vs MDLZ
+18.0%
-60.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -9.2% | +1.7% | -10.8% | -9.7% |
| 30D | -7.0% | +1.1% | -8.2% | -7.3% |
| 3M | +10.5% | -1.8% | +12.4% | +11.2% |
| 6M | -30.6% | +12.3% | -42.9% | -33.2% |
| YTD | -52.3% | +18.0% | -70.4% | -55.2% |
| 1Y | -51.8% | +3.8% | -55.6% | -52.5% |
| 3Y | -41.8% | -2.4% | -39.4% | -42.7% |
| 5Y | -42.8% | +18.4% | -61.2% | -51.3% |
| All | -42.8% | +18.0% | -60.9% | -51.3% |
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