+1,549.9%
LLY vs MDLZ
+86.5%
+1,463.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -2.9% | +1.9% | -4.8% | -3.6% |
| 30D | -8.4% | +0.4% | -8.9% | -8.6% |
| 3M | -3.8% | -0.6% | -3.1% | -3.7% |
| 6M | +11.9% | +14.7% | -2.8% | +5.7% |
| YTD | +4.3% | +18.0% | -13.7% | -3.1% |
| 1Y | +48.5% | +4.1% | +44.3% | +44.9% |
| 3Y | +91.2% | -4.6% | +95.8% | +89.7% |
| 5Y | +387.5% | +18.4% | +369.1% | +329.1% |
| All | +1,549.9% | +86.5% | +1,463.3% | +1,107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling