+2,617.6%
LLY vs MDLZ
+449.8%
+2,167.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | -1.7% | -0.4% | -1.5% |
| 30D | -1.6% | -2.1% | +0.5% | -0.8% |
| 3M | +2.3% | +1.3% | +1.0% | +1.5% |
| 6M | +14.9% | +6.2% | +8.7% | +11.6% |
| YTD | +7.5% | +15.8% | -8.3% | +0.4% |
| 1Y | +55.7% | +4.1% | +51.6% | +51.5% |
| 3Y | +110.6% | -4.1% | +114.7% | +107.6% |
| 5Y | +363.4% | +13.4% | +350.1% | +322.0% |
| 10Y | +1,649.0% | +75.7% | +1,573.2% | +1,206.7% |
| All | +2,617.6% | +449.8% | +2,167.7% | +1,166.2% |
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 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