+90.0%
MDLZ vs ALLY
+189.4%
-99.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +1.7% | +0.9% | +0.7% | +1.6% |
| 30D | +11.2% | +3.1% | +8.1% | +10.7% |
| 3M | +6.1% | -12.6% | +18.7% | +8.0% |
| 6M | +8.6% | -12.4% | +21.0% | +10.2% |
| YTD | +25.8% | -13.2% | +39.0% | +27.5% |
| 1Y | +21.7% | +1.8% | +19.8% | +20.4% |
| 3Y | +5.8% | +58.0% | -52.2% | -4.4% |
| 5Y | +21.4% | -8.4% | +29.8% | +17.4% |
| All | +90.0% | +189.4% | -99.3% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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