+1,358.0%
LITE vs MDLZ
+7.0%
+1,351.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -3.4% |
| 7D | +10.8% | +2.3% | +8.5% | +12.6% |
| 30D | -33.4% | +7.9% | -41.4% | -28.7% |
| 3M | -32.2% | +7.3% | -39.5% | -27.2% |
| 6M | -42.1% | +11.7% | -53.8% | -35.0% |
| YTD | +61.9% | +28.7% | +33.1% | +93.4% |
| 1Y | +163.0% | +22.8% | +140.2% | +208.3% |
| 3Y | +1,358.0% | +6.6% | +1,351.4% | +1,471.0% |
| All | +1,358.0% | +7.0% | +1,351.0% | +1,471.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling