+23.0%
MDLZ vs ADSK
-20.1%
+43.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | +2.3% | +1.0% | +1.3% | +2.2% |
| 30D | +7.9% | +14.4% | -6.5% | +6.5% |
| 3M | +7.3% | +2.5% | +4.7% | +6.8% |
| 6M | +11.7% | +14.5% | -2.8% | +9.8% |
| YTD | +28.7% | -10.7% | +39.4% | +29.2% |
| 1Y | +22.8% | -11.0% | +33.8% | +23.3% |
| 3Y | +6.6% | +25.9% | -19.3% | +1.2% |
| All | +23.0% | -20.1% | +43.1% | +15.8% |
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