+3,317.2%
LLY vs MDLZ
+511.4%
+2,805.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.7% |
| 7D | +6.7% | +2.3% | +4.4% | +5.8% |
| 30D | +19.6% | +7.9% | +11.6% | +16.1% |
| 3M | +19.7% | +7.3% | +12.5% | +16.4% |
| 6M | +42.7% | +11.7% | +31.0% | +36.2% |
| YTD | +35.1% | +28.7% | +6.4% | +21.1% |
| 1Y | +42.2% | +22.8% | +19.4% | +29.8% |
| 3Y | +140.8% | +6.6% | +134.2% | +128.3% |
| 5Y | +480.6% | +23.2% | +457.4% | +412.0% |
| 10Y | +2,061.9% | +108.7% | +1,953.1% | +1,416.5% |
| All | +3,317.2% | +511.4% | +2,805.8% | +1,426.8% |
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