-4.6%
MDLZ vs ADSK
-5.9%
+1.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.4% |
| 7D | 0.0% | -14.5% | +14.5% | +0.6% |
| 30D | +1.4% | -19.3% | +20.8% | +2.3% |
| 3M | 0.0% | -7.8% | +7.8% | +0.2% |
| 6M | +9.1% | -20.8% | +29.9% | +9.4% |
| YTD | +17.9% | -30.2% | +48.1% | +18.5% |
| 1Y | +3.2% | -36.5% | +39.7% | +4.0% |
| All | -4.6% | -5.9% | +1.3% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling