+22.2%
MDLZ vs ALK
-29.1%
+51.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | +0.1% |
| 7D | +0.1% | +8.9% | -8.8% | -0.6% |
| 30D | +10.0% | +5.9% | +4.0% | +9.4% |
| 3M | +7.1% | -16.5% | +23.6% | +8.2% |
| 6M | +9.8% | +2.1% | +7.7% | +8.8% |
| YTD | +26.6% | -17.1% | +43.7% | +26.9% |
| 1Y | +20.3% | -2.9% | +23.2% | +18.6% |
| 3Y | +5.4% | +24.5% | -19.1% | -3.7% |
| 5Y | +22.2% | -29.1% | +51.3% | +21.5% |
| All | +22.2% | -29.1% | +51.3% | +21.5% |
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