+163.7%
MDLZ vs ALLY
+101.5%
+62.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +6.9% | -1.1% | +8.0% | +7.0% |
| 30D | +12.1% | +4.2% | +7.9% | +11.4% |
| 3M | +7.7% | -12.4% | +20.1% | +9.7% |
| 6M | +10.8% | -8.7% | +19.5% | +11.9% |
| YTD | +27.4% | -11.6% | +39.0% | +28.9% |
| 1Y | +23.5% | +0.2% | +23.4% | +22.5% |
| 3Y | +6.2% | +57.1% | -50.9% | -4.7% |
| 5Y | +22.9% | -6.8% | +29.7% | +18.1% |
| 10Y | +99.6% | +200.4% | -100.8% | +41.3% |
| All | +163.7% | +101.5% | +62.2% | +96.1% |
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