+364.1%
LIN vs MDLZ
+86.5%
+277.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.4% | +1.9% | -4.3% | -3.3% |
| 30D | -2.4% | +0.4% | -2.9% | -2.7% |
| 3M | -9.3% | -0.6% | -8.6% | -9.3% |
| 6M | -2.6% | +14.7% | -17.3% | -9.7% |
| YTD | +10.4% | +18.0% | -7.6% | +0.4% |
| 1Y | -2.3% | +4.1% | -6.4% | -5.5% |
| 3Y | +24.4% | -4.6% | +29.0% | +23.5% |
| 5Y | +60.7% | +18.4% | +42.3% | +39.0% |
| All | +364.1% | +86.5% | +277.6% | +231.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling