+90.0%
MDLZ vs ALLE
+222.4%
-132.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +1.7% | -0.6% | +2.2% | +1.9% |
| 30D | +11.2% | +25.3% | -14.2% | +3.5% |
| 3M | +6.1% | +10.3% | -4.1% | +2.7% |
| 6M | +8.6% | +38.0% | -29.5% | -2.5% |
| YTD | +25.8% | +17.8% | +8.1% | +18.5% |
| 1Y | +21.7% | +13.6% | +8.1% | +15.8% |
| 3Y | +5.8% | +89.2% | -83.4% | -16.5% |
| 5Y | +21.4% | +51.1% | -29.7% | +1.5% |
| All | +90.0% | +222.4% | -132.4% | +29.0% |
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