+562.5%
LITE vs MDLZ
+23.2%
+539.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.1% |
| 7D | +10.8% | +2.3% | +8.5% | +11.5% |
| 30D | -33.4% | +7.9% | -41.4% | -31.6% |
| 3M | -32.2% | +7.3% | -39.5% | -30.3% |
| 6M | -42.1% | +11.7% | -53.8% | -39.7% |
| YTD | +61.9% | +28.7% | +33.1% | +68.6% |
| 1Y | +163.0% | +22.8% | +140.2% | +174.4% |
| 3Y | +1,358.0% | +6.6% | +1,351.4% | +1,408.8% |
| All | +562.5% | +23.2% | +539.2% | +508.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling