+390.2%
LLY vs MDLZ
+17.0%
+373.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -3.1% | 0.0% | -3.0% | -3.1% |
| 30D | -8.6% | +1.4% | -10.1% | -8.9% |
| 3M | -1.6% | 0.0% | -1.7% | -1.8% |
| 6M | +11.8% | +9.1% | +2.7% | +9.4% |
| YTD | +5.1% | +17.9% | -12.8% | +0.8% |
| 1Y | +50.7% | +3.2% | +47.5% | +49.6% |
| 3Y | +95.7% | -2.5% | +98.2% | +94.5% |
| 5Y | +390.2% | +17.6% | +372.6% | +329.2% |
| All | +390.2% | +17.0% | +373.2% | +329.2% |
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