+106.1%
MDLZ vs ALLE
+212.2%
-106.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | +7.9% | +27.4% | -19.4% | -0.1% |
| 3M | +8.9% | +13.8% | -4.9% | +4.3% |
| 6M | +10.5% | +45.5% | -35.0% | -2.5% |
| YTD | +27.1% | +21.4% | +5.7% | +18.5% |
| 1Y | +20.9% | +15.4% | +5.6% | +14.5% |
| 3Y | +5.5% | +91.7% | -86.2% | -17.3% |
| 5Y | +22.2% | +54.5% | -32.3% | +1.3% |
| 10Y | +106.1% | +210.5% | -104.4% | +35.0% |
| All | +106.1% | +212.2% | -106.0% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling