+16.5%
MDLZ vs ALK
-25.3%
+41.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.7% | -0.7% | -1.1% | -1.7% |
| 30D | -2.1% | -19.2% | +17.1% | -0.7% |
| 3M | +1.3% | -1.5% | +2.8% | +1.0% |
| 6M | +6.2% | -13.1% | +19.3% | +6.6% |
| YTD | +15.8% | -16.4% | +32.2% | +16.2% |
| 1Y | +4.1% | -33.1% | +37.2% | +6.3% |
| 3Y | -4.1% | +0.6% | -4.7% | -8.9% |
| All | +16.5% | -25.3% | +41.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling