+22.2%
MDLZ vs ALLE
+55.0%
-32.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +10.0% | +26.6% | -16.6% | +4.1% |
| 3M | +7.1% | +13.2% | -6.1% | +3.8% |
| 6M | +9.8% | +42.9% | -33.1% | +0.6% |
| YTD | +26.6% | +21.0% | +5.6% | +20.6% |
| 1Y | +20.3% | +15.2% | +5.2% | +15.9% |
| 3Y | +5.4% | +95.6% | -90.2% | -11.9% |
| 5Y | +22.2% | +53.4% | -31.2% | +8.7% |
| All | +22.2% | +55.0% | -32.8% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling