+29.2%
MDLZ vs ALHC
-61.5%
+90.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.1% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | +11.2% | -14.2% | +25.3% | +11.5% |
| 3M | +6.1% | -45.1% | +51.3% | +7.4% |
| 6M | +8.6% | -59.5% | +68.1% | +10.3% |
| YTD | +25.8% | -62.8% | +88.7% | +27.9% |
| 1Y | +21.7% | -55.5% | +77.2% | +23.0% |
| 3Y | +5.8% | +25.7% | -19.9% | +1.8% |
| 5Y | +21.4% | -66.8% | +88.2% | +17.3% |
| All | +29.2% | -61.5% | +90.7% | +25.6% |
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