+18.9%
MDLZ vs ALHC
-28.9%
+47.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.7% |
| 30D | -2.1% | -1.0% | -1.1% | -2.1% |
| 3M | +1.3% | -10.2% | +11.5% | +1.3% |
| 6M | +6.2% | -28.3% | +34.5% | +6.6% |
| YTD | +15.8% | -31.4% | +47.2% | +16.2% |
| 1Y | +4.1% | -16.9% | +21.1% | +3.9% |
| 3Y | -4.1% | +135.5% | -139.6% | -9.0% |
| 5Y | +13.4% | -33.6% | +47.0% | +8.0% |
| All | +18.9% | -28.9% | +47.8% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling