+129.4%
LITE vs MDLZ
+20.7%
+108.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +11.4% |
| 7D | -12.9% | +0.1% | -13.0% | -12.6% |
| 30D | -46.0% | +10.0% | -56.0% | -38.7% |
| 3M | -33.0% | +7.1% | -40.1% | -25.7% |
| 6M | -34.0% | +9.8% | -43.9% | -22.7% |
| YTD | +61.7% | +26.6% | +35.1% | +114.6% |
| All | +129.4% | +20.7% | +108.7% | +207.5% |
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 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