+30.6%
MDLZ vs ALHC
-59.6%
+90.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -1.0% | -5.5% | +4.5% | -0.9% |
| 30D | +7.9% | -4.9% | +12.9% | +8.0% |
| 3M | +8.9% | -41.7% | +50.7% | +10.1% |
| 6M | +10.5% | -55.2% | +65.7% | +12.0% |
| YTD | +27.1% | -61.1% | +88.2% | +29.1% |
| 1Y | +20.9% | -53.3% | +74.3% | +22.1% |
| 3Y | +5.5% | +28.2% | -22.6% | +1.5% |
| 5Y | +22.2% | -65.8% | +88.0% | +18.0% |
| All | +30.6% | -59.6% | +90.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling