+3,313.0%
LLY vs MDLZ
+511.4%
+2,801.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.6% |
| 7D | +6.6% | +2.3% | +4.3% | +5.7% |
| 30D | +19.4% | +7.9% | +11.5% | +15.9% |
| 3M | +19.6% | +7.3% | +12.3% | +16.3% |
| 6M | +42.6% | +11.7% | +30.9% | +36.0% |
| YTD | +35.0% | +28.7% | +6.2% | +20.9% |
| 1Y | +42.0% | +22.8% | +19.2% | +29.6% |
| 3Y | +140.5% | +6.6% | +133.9% | +128.0% |
| 5Y | +479.9% | +23.2% | +456.7% | +411.4% |
| 10Y | +2,059.2% | +108.7% | +1,950.5% | +1,414.7% |
| All | +3,313.0% | +511.4% | +2,801.7% | +1,424.9% |
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