+1,971.8%
INTU vs MDLZ
+449.8%
+1,521.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -7.1% | -1.7% | -5.4% | -6.3% |
| 30D | +1.5% | -2.1% | +3.6% | +2.5% |
| 3M | +10.7% | +1.3% | +9.3% | +10.1% |
| 6M | -23.8% | +6.2% | -30.0% | -26.2% |
| YTD | -49.3% | +15.8% | -65.1% | -53.2% |
| 1Y | -49.7% | +4.1% | -53.8% | -51.2% |
| 3Y | -38.0% | -4.1% | -33.9% | -39.1% |
| 5Y | -38.7% | +13.4% | -52.1% | -44.7% |
| 10Y | +221.3% | +75.7% | +145.6% | +137.2% |
| All | +1,971.8% | +449.8% | +1,521.9% | +723.6% |
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