+361.6%
LRCX vs MDLZ
-2.9%
+364.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +1.9% | -5.0% | -2.4% |
| 30D | -8.6% | +0.4% | -9.0% | -8.3% |
| 3M | -17.7% | -0.6% | -17.1% | -16.4% |
| 6M | +36.4% | +14.7% | +21.6% | +40.6% |
| YTD | +74.5% | +18.0% | +56.6% | +81.2% |
| 1Y | +159.4% | +4.1% | +155.3% | +164.8% |
| 3Y | +361.6% | -4.6% | +366.2% | +358.8% |
| All | +361.6% | -2.9% | +364.5% | +358.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling