+139.1%
MDLZ vs ALLE
+260.9%
-121.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.1% | -6.8% | +4.7% | +0.1% |
| 3M | +1.3% | +21.0% | -19.7% | -5.3% |
| 6M | +6.2% | +1.1% | +5.1% | +5.1% |
| YTD | +15.8% | -0.5% | +16.3% | +15.1% |
| 1Y | +4.1% | -7.3% | +11.4% | +5.7% |
| 3Y | -4.1% | +42.3% | -46.3% | -17.4% |
| 5Y | +13.4% | +13.5% | -0.1% | +3.9% |
| 10Y | +75.7% | +144.0% | -68.3% | +16.2% |
| All | +139.1% | +260.9% | -121.8% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling