+5.3%
MDLZ vs ALC
+2.0%
+3.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -1.0% | -6.3% | +5.3% | 0.0% |
| 30D | +7.9% | +12.6% | -4.7% | +6.2% |
| 3M | +8.9% | -3.8% | +12.8% | +9.3% |
| 6M | +10.5% | +16.8% | -6.3% | +8.3% |
| YTD | +27.1% | -7.6% | +34.8% | +27.6% |
| 1Y | +20.9% | -5.9% | +26.8% | +21.0% |
| All | +5.3% | +2.0% | +3.2% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling