+1,538.0%
MCHP vs MDLZ
+460.1%
+1,077.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | -9.8% | +1.4% | -11.2% | -10.5% |
| 3M | -19.7% | 0.0% | -19.7% | -21.0% |
| 6M | +13.6% | +9.1% | +4.4% | +6.9% |
| YTD | +16.5% | +17.9% | -1.4% | +4.9% |
| 1Y | +15.7% | +3.2% | +12.5% | +11.0% |
| 3Y | 0.0% | -2.5% | +2.4% | -3.8% |
| 5Y | +4.4% | +17.6% | -13.2% | -9.3% |
| 10Y | +201.4% | +87.9% | +113.5% | +110.6% |
| All | +1,538.0% | +460.1% | +1,077.9% | +465.1% |
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