+3,406.8%
LITE vs MDLZ
+105.5%
+3,301.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.6% |
| 7D | -12.9% | +0.1% | -13.0% | -12.9% |
| 30D | -46.0% | +10.0% | -56.0% | -47.2% |
| 3M | -33.0% | +7.1% | -40.1% | -34.3% |
| 6M | -34.0% | +9.8% | -43.9% | -36.5% |
| YTD | +61.7% | +26.6% | +35.1% | +48.0% |
| 1Y | +148.3% | +20.3% | +128.0% | +130.9% |
| 3Y | +1,408.5% | +5.4% | +1,403.1% | +1,318.0% |
| 5Y | +546.2% | +22.2% | +524.0% | +457.9% |
| 10Y | +1,533.3% | +92.2% | +1,441.2% | +1,083.4% |
| All | +3,406.8% | +105.5% | +3,301.4% | +2,462.6% |
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