+81.7%
MDLZ vs ADSK
+222.2%
-140.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.9% | -2.5% | +4.4% | +2.3% |
| 30D | +0.4% | -14.9% | +15.3% | +2.9% |
| 3M | -0.6% | +3.3% | -3.9% | -1.4% |
| 6M | +14.7% | -15.7% | +30.4% | +17.0% |
| YTD | +18.0% | -28.2% | +46.2% | +23.2% |
| 1Y | +4.1% | -34.5% | +38.7% | +10.4% |
| 3Y | -4.6% | -2.9% | -1.7% | -7.3% |
| 5Y | +18.4% | -25.3% | +43.7% | +17.3% |
| All | +81.7% | +222.2% | -140.5% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling