+456.8%
MDLZ vs ALNY
+4,163.9%
-3,707.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.7% |
| 7D | 0.0% | +5.7% | -5.7% | -0.3% |
| 30D | -1.6% | +18.7% | -20.2% | -2.7% |
| 3M | +0.9% | -11.0% | +11.9% | +1.2% |
| 6M | +7.3% | -18.9% | +26.2% | +8.3% |
| YTD | +16.4% | -34.6% | +51.0% | +18.9% |
| 1Y | +3.0% | -42.8% | +45.8% | +6.0% |
| 3Y | -3.7% | +29.1% | -32.8% | -7.4% |
| 5Y | +15.6% | +39.6% | -24.0% | +8.6% |
| 10Y | +79.0% | +253.8% | -174.8% | +49.6% |
| All | +456.8% | +4,163.9% | -3,707.1% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling