+3,108.0%
LIN vs MDLZ
+497.6%
+2,610.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.6% |
| 7D | +0.2% | +1.7% | -1.5% | -0.6% |
| 30D | +6.5% | +11.2% | -4.7% | +1.1% |
| 3M | +5.5% | +6.1% | -0.7% | +2.3% |
| 6M | +3.3% | +8.6% | -5.2% | -1.2% |
| YTD | +22.0% | +25.8% | -3.8% | +7.9% |
| 1Y | +25.7% | +21.7% | +4.1% | +12.9% |
| 3Y | +36.2% | +5.8% | +30.4% | +28.5% |
| 5Y | +66.1% | +21.4% | +44.7% | +45.0% |
| 10Y | +431.0% | +97.2% | +333.7% | +262.7% |
| All | +3,108.0% | +497.6% | +2,610.4% | +1,054.3% |
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 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