+5,083.9%
LITE vs MDLZ
+87.8%
+4,996.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | +6.7% | -2.1% | +8.8% | +7.0% |
| 3M | -6.8% | +1.3% | -8.1% | -8.3% |
| 6M | +29.4% | +6.2% | +23.2% | +25.2% |
| YTD | +139.1% | +15.8% | +123.3% | +124.0% |
| 1Y | +521.0% | +4.1% | +516.9% | +499.6% |
| 3Y | +1,535.3% | -4.1% | +1,539.4% | +1,475.9% |
| 5Y | +889.8% | +13.4% | +876.5% | +768.5% |
| 10Y | +2,400.7% | +75.7% | +2,325.0% | +1,750.9% |
| All | +5,083.9% | +87.8% | +4,996.0% | +3,777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling