+507.1%
MDLZ vs ALB
+1,176.6%
-669.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.8% |
| 7D | +2.2% | +5.3% | -3.1% | +1.4% |
| 30D | +10.1% | -6.3% | +16.4% | +11.0% |
| 3M | +9.1% | -27.4% | +36.5% | +13.9% |
| 6M | +10.0% | -53.1% | +63.1% | +21.8% |
| YTD | +26.8% | -32.3% | +59.2% | +31.3% |
| 1Y | +22.5% | -7.3% | +29.8% | +20.4% |
| 3Y | +5.3% | -14.9% | +20.2% | -1.3% |
| 5Y | +21.4% | -62.0% | +83.5% | +25.7% |
| 10Y | +102.0% | +33.0% | +69.0% | +45.7% |
| All | +507.1% | +1,176.6% | -669.4% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling