+454.2%
MDLZ vs ALB
+1,592.5%
-1,138.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.4% |
| 7D | -1.7% | -8.1% | +6.3% | -0.5% |
| 30D | -2.1% | +6.3% | -8.4% | -3.1% |
| 3M | +1.3% | -23.6% | +24.9% | +4.8% |
| 6M | +6.2% | -24.6% | +30.8% | +9.3% |
| YTD | +15.8% | -10.3% | +26.1% | +15.3% |
| 1Y | +4.1% | +61.5% | -57.3% | -6.5% |
| 3Y | -4.1% | -34.0% | +29.9% | -5.1% |
| 5Y | +13.4% | -44.6% | +57.9% | +10.4% |
| 10Y | +75.7% | +76.1% | -0.4% | +21.9% |
| All | +454.2% | +1,592.5% | -1,138.2% | +117.9% |
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