+3,139.6%
LIN vs MDLZ
+501.4%
+2,638.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.6% | +10.0% | -2.4% | +2.7% |
| 3M | +6.5% | +7.1% | -0.5% | +2.9% |
| 6M | +6.2% | +9.8% | -3.6% | +1.0% |
| YTD | +23.2% | +26.6% | -3.4% | +8.6% |
| 1Y | +25.4% | +20.3% | +5.1% | +13.3% |
| 3Y | +38.3% | +5.4% | +32.9% | +30.8% |
| 5Y | +64.4% | +22.2% | +42.2% | +43.2% |
| 10Y | +417.3% | +92.2% | +325.2% | +258.2% |
| All | +3,139.6% | +501.4% | +2,638.2% | +1,062.2% |
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