+23.0%
MDLZ vs ALC
-9.1%
+32.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.9% |
| 7D | +2.3% | -1.1% | +3.4% | +2.5% |
| 30D | +7.9% | +16.0% | -8.1% | +5.0% |
| 3M | +7.3% | +0.8% | +6.4% | +7.0% |
| 6M | +11.7% | +16.8% | -5.2% | +8.4% |
| YTD | +28.7% | -5.5% | +34.2% | +29.1% |
| 1Y | +22.8% | -5.3% | +28.0% | +23.0% |
| 3Y | +6.6% | +4.1% | +2.5% | +2.8% |
| All | +23.0% | -9.1% | +32.1% | +18.5% |
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 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