+7.3%
MDLZ vs AXTX
-75.8%
+83.1%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.9% | -19.2% | +0.5% |
| 7D | -1.7% | +8.1% | -9.8% | -1.3% |
| 30D | -2.1% | -34.6% | +32.5% | -2.2% |
| 3M | +1.3% | -84.7% | +86.0% | +2.3% |
| All | +7.3% | -75.8% | +83.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 1y: compounded portfolio wealth divided by compounded AXTX 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…
1y analysis · Full analysis span regression · Available span rolling