+454.2%
MDLZ vs ADSK
+2,431.5%
-1,977.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +1.0% |
| 7D | -1.7% | -16.4% | +14.7% | +1.0% |
| 30D | -2.1% | -9.2% | +7.1% | -0.8% |
| 3M | +1.3% | -6.7% | +8.1% | +2.1% |
| 6M | +6.2% | -15.5% | +21.7% | +8.3% |
| YTD | +15.8% | -26.4% | +42.2% | +20.2% |
| 1Y | +4.1% | -31.9% | +36.0% | +9.4% |
| 3Y | -4.1% | -1.0% | -3.1% | -6.5% |
| 5Y | +13.4% | -24.5% | +37.9% | +12.6% |
| 10Y | +75.7% | +220.4% | -144.7% | +33.6% |
| All | +454.2% | +2,431.5% | -1,977.3% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling