+18.4%
MDLZ vs ADSK
-26.7%
+45.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | +1.7% | -10.9% | +12.6% | +2.8% |
| 30D | +1.1% | -15.9% | +17.0% | +2.8% |
| 3M | -1.8% | -4.4% | +2.5% | -1.6% |
| 6M | +12.3% | -16.6% | +28.9% | +13.7% |
| YTD | +18.0% | -28.5% | +46.5% | +21.2% |
| 1Y | +3.8% | -34.6% | +38.5% | +7.6% |
| 3Y | -2.4% | -3.5% | +1.0% | -4.6% |
| 5Y | +18.4% | -25.6% | +44.0% | +10.4% |
| All | +18.4% | -26.7% | +45.1% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling