+24.4%
MDLZ vs ALLE
+18.6%
+5.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.1% |
| 7D | +8.9% | +6.7% | +2.2% | +7.3% |
| 30D | +15.2% | +25.4% | -10.2% | +9.4% |
| 3M | +9.5% | +16.9% | -7.4% | +5.5% |
| 6M | +11.7% | +46.6% | -34.9% | +2.1% |
| YTD | +28.4% | +22.4% | +6.0% | +24.1% |
| 1Y | +24.4% | +17.7% | +6.7% | +22.4% |
| All | +24.4% | +18.6% | +5.9% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling