+22.2%
MDLZ vs ALC
-11.2%
+33.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +1.7% | +4.9% | -3.2% | +0.8% |
| 30D | +11.2% | +19.0% | -7.8% | +7.7% |
| 3M | +6.1% | +7.8% | -1.6% | +4.6% |
| 6M | +8.6% | +14.6% | -6.0% | +5.8% |
| YTD | +25.8% | -4.4% | +30.3% | +26.0% |
| 1Y | +21.7% | +1.4% | +20.3% | +20.3% |
| 3Y | +5.8% | +2.5% | +3.3% | +2.6% |
| All | +22.2% | -11.2% | +33.4% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling