+90.0%
MDLZ vs ALK
-41.7%
+131.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +1.7% | +9.0% | -7.4% | +0.6% |
| 30D | +11.2% | -1.6% | +12.8% | +11.3% |
| 3M | +6.1% | -23.2% | +29.3% | +9.2% |
| 6M | +8.6% | -3.9% | +12.4% | +7.9% |
| YTD | +25.8% | -22.6% | +48.4% | +27.6% |
| 1Y | +21.7% | -5.3% | +27.0% | +19.8% |
| 3Y | +5.8% | +18.6% | -12.8% | -3.2% |
| 5Y | +21.4% | -34.4% | +55.8% | +20.0% |
| All | +90.0% | -41.7% | +131.8% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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