+24.4%
MDLZ vs ALB
+4.7%
+19.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +3.5% |
| 7D | +8.9% | -2.1% | +11.0% | +8.9% |
| 30D | +15.2% | -9.0% | +24.2% | +15.3% |
| 3M | +9.5% | -21.1% | +30.6% | +9.9% |
| 6M | +11.7% | -49.9% | +61.6% | +12.8% |
| YTD | +28.4% | -32.3% | +60.7% | +29.4% |
| 1Y | +24.4% | +8.6% | +15.8% | +22.2% |
| All | +24.4% | +4.7% | +19.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling