+47.9%
MDLZ vs ALC
+24.0%
+23.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -1.7% | -2.1% | +0.4% | -1.2% |
| 30D | -2.1% | -0.1% | -2.0% | -2.1% |
| 3M | +1.3% | +5.9% | -4.6% | -0.3% |
| 6M | +6.2% | -15.9% | +22.1% | +10.5% |
| YTD | +15.8% | -10.1% | +25.9% | +18.0% |
| 1Y | +4.1% | -10.2% | +14.3% | +6.0% |
| 3Y | -4.1% | -13.6% | +9.5% | -3.4% |
| 5Y | +13.4% | -15.1% | +28.5% | +13.0% |
| All | +47.9% | +24.0% | +23.9% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling