+23.0%
MDLZ vs ALB
-64.0%
+87.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | +2.3% | -5.8% | +8.1% | +2.5% |
| 30D | +7.9% | -4.5% | +12.5% | +8.1% |
| 3M | +7.3% | -28.1% | +35.3% | +8.5% |
| 6M | +11.7% | -53.2% | +64.9% | +14.9% |
| YTD | +28.7% | -33.3% | +62.1% | +30.0% |
| 1Y | +22.8% | -17.4% | +40.2% | +22.7% |
| 3Y | +6.6% | -14.1% | +20.7% | +4.5% |
| All | +23.0% | -64.0% | +87.0% | +22.3% |
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