-2.7%
LQD vs MDLZ
+3.7%
-6.3%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +1.9% | -3.0% | -1.2% |
| 30D | -1.3% | +0.4% | -1.7% | -1.3% |
| 3M | -3.2% | -0.6% | -2.6% | -3.2% |
| 6M | -2.1% | +14.7% | -16.8% | -2.8% |
| YTD | -2.4% | +18.0% | -20.3% | -3.2% |
| 1Y | -2.7% | +4.1% | -6.8% | -2.9% |
| All | -2.7% | +3.7% | -6.3% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling