+24.4%
MDLZ vs ALC
+4.2%
+20.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.4% | +2.4% |
| 7D | +8.9% | +10.7% | -1.8% | +7.3% |
| 30D | +15.2% | +20.2% | -5.0% | +12.4% |
| 3M | +9.5% | +8.9% | +0.6% | +7.9% |
| 6M | +11.7% | +5.7% | +5.9% | +9.3% |
| YTD | +28.4% | -1.4% | +29.9% | +26.4% |
| 1Y | +24.4% | +4.7% | +19.7% | +20.1% |
| All | +24.4% | +4.2% | +20.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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