+139.7%
MDLZ vs ALLY
+124.8%
+14.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.7% | +3.7% | -5.4% | -2.3% |
| 30D | -2.1% | -2.3% | +0.1% | -1.8% |
| 3M | +1.3% | +3.8% | -2.5% | +0.6% |
| 6M | +6.2% | +9.7% | -3.5% | +4.4% |
| YTD | +15.8% | -1.4% | +17.2% | +15.4% |
| 1Y | +4.1% | +8.2% | -4.1% | +2.1% |
| 3Y | -4.1% | +66.5% | -70.6% | -14.6% |
| 5Y | +13.4% | +1.2% | +12.2% | +7.6% |
| 10Y | +75.7% | +191.4% | -115.7% | +26.6% |
| All | +139.7% | +124.8% | +14.9% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling