+32.2%
MDLZ vs ALHC
-61.4%
+93.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +1.5% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +7.9% | -10.6% | +18.5% | +8.2% |
| 3M | +7.3% | -45.3% | +52.6% | +8.6% |
| 6M | +11.7% | -59.7% | +71.4% | +13.5% |
| YTD | +28.7% | -62.7% | +91.5% | +30.8% |
| 1Y | +22.8% | -56.1% | +78.9% | +24.1% |
| 3Y | +6.6% | +21.3% | -14.7% | +2.7% |
| 5Y | +23.2% | -66.0% | +89.1% | +19.1% |
| All | +32.2% | -61.4% | +93.6% | +28.5% |
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