+16.5%
MDLZ vs ALB
-44.4%
+60.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | -0.1% |
| 7D | -1.7% | -8.1% | +6.3% | -1.4% |
| 30D | -2.1% | +6.3% | -8.4% | -2.3% |
| 3M | +1.3% | -23.6% | +24.9% | +2.3% |
| 6M | +6.2% | -24.6% | +30.8% | +7.1% |
| YTD | +15.8% | -10.3% | +26.1% | +15.7% |
| 1Y | +4.1% | +61.5% | -57.3% | +0.8% |
| 3Y | -4.1% | -34.0% | +29.9% | -3.8% |
| All | +16.5% | -44.4% | +60.9% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling