+2,502.5%
LITE vs MDLZ
+77.5%
+2,424.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.5% | +10.9% |
| 7D | +12.6% | 0.0% | +12.6% | +12.6% |
| 30D | +9.9% | -1.6% | +11.5% | +10.2% |
| 3M | +9.3% | +0.9% | +8.4% | +7.7% |
| 6M | +75.2% | +7.3% | +67.9% | +68.7% |
| YTD | +165.5% | +16.4% | +149.0% | +147.1% |
| 1Y | +555.0% | +3.0% | +552.0% | +534.2% |
| 3Y | +1,870.5% | -3.7% | +1,874.2% | +1,790.7% |
| 5Y | +1,009.8% | +15.6% | +994.2% | +843.3% |
| 10Y | +2,502.5% | +79.0% | +2,423.5% | +1,700.5% |
| All | +2,502.5% | +77.5% | +2,424.9% | +1,700.5% |
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