+2,873.4%
LIN vs MDLZ
+449.8%
+2,423.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -2.1% | -1.7% | -0.4% | -1.3% |
| 30D | -2.4% | -2.1% | -0.3% | -1.5% |
| 3M | -5.6% | +1.3% | -6.9% | -6.6% |
| 6M | -3.4% | +6.2% | -9.6% | -6.8% |
| YTD | +13.1% | +15.8% | -2.7% | +4.2% |
| 1Y | +2.5% | +4.1% | -1.7% | -0.9% |
| 3Y | +27.6% | -4.1% | +31.7% | +26.1% |
| 5Y | +63.0% | +13.4% | +49.7% | +47.2% |
| 10Y | +359.3% | +75.7% | +283.5% | +231.4% |
| All | +2,873.4% | +449.8% | +2,423.6% | +1,014.9% |
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