+12,519.6%
LRCX vs MDLZ
+460.1%
+12,059.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | +9.5% | 0.0% | +9.6% | +9.5% |
| 30D | +3.1% | +1.4% | +1.6% | +2.1% |
| 3M | -3.4% | 0.0% | -3.4% | -5.7% |
| 6M | +49.7% | +9.1% | +40.5% | +38.7% |
| YTD | +84.9% | +17.9% | +66.9% | +63.2% |
| 1Y | +200.8% | +3.2% | +197.6% | +183.8% |
| 3Y | +385.1% | -2.5% | +387.5% | +352.8% |
| 5Y | +460.5% | +17.6% | +442.9% | +364.3% |
| 10Y | +3,866.3% | +87.9% | +3,778.3% | +2,455.8% |
| All | +12,519.6% | +460.1% | +12,059.6% | +3,897.7% |
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