-3.9%
MDLZ vs ALK
+2.1%
-6.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -1.7% | -0.7% | -1.1% | -1.7% |
| 30D | -2.1% | -19.2% | +17.1% | -1.4% |
| 3M | +1.3% | -1.5% | +2.8% | +1.1% |
| 6M | +6.2% | -13.1% | +19.3% | +6.3% |
| YTD | +15.8% | -16.4% | +32.2% | +15.8% |
| 1Y | +4.1% | -33.1% | +37.2% | +4.9% |
| All | -3.9% | +2.1% | -6.0% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling