+81.7%
MDLZ vs ALNY
+260.0%
-178.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +1.9% | -6.5% | +8.4% | +2.2% |
| 30D | +0.4% | +11.0% | -10.6% | -0.1% |
| 3M | -0.6% | -14.1% | +13.4% | -0.2% |
| 6M | +14.7% | -22.4% | +37.1% | +15.7% |
| YTD | +18.0% | -37.5% | +55.4% | +20.0% |
| 1Y | +4.1% | -46.9% | +51.1% | +6.7% |
| 3Y | -4.6% | +22.1% | -26.6% | -7.0% |
| 5Y | +18.4% | +31.2% | -12.8% | +13.6% |
| All | +81.7% | +260.0% | -178.3% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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