+551.8%
LITE vs MDLZ
+4.4%
+547.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +2.3% |
| 7D | +13.6% | 0.0% | +13.6% | +13.4% |
| 30D | +21.6% | +1.4% | +20.1% | +23.5% |
| 3M | +20.3% | 0.0% | +20.3% | +25.0% |
| 6M | +54.4% | +9.1% | +45.2% | +65.8% |
| YTD | +168.3% | +17.9% | +150.4% | +217.6% |
| 1Y | +551.8% | +3.2% | +548.6% | +590.7% |
| All | +551.8% | +4.4% | +547.4% | +590.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling