+92.2%
MDLZ vs ILMN
+61.7%
+30.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +0.2% |
| 30D | +10.0% | -20.6% | +30.6% | +12.0% |
| 3M | +7.1% | +17.5% | -10.4% | +3.9% |
| 6M | +9.8% | +55.6% | -45.8% | +2.9% |
| YTD | +26.6% | +68.3% | -41.7% | +16.9% |
| 1Y | +20.3% | +81.1% | -60.8% | +10.0% |
| 3Y | +5.4% | +112.2% | -106.8% | -8.2% |
| 5Y | +22.2% | -42.6% | +64.8% | +26.0% |
| 10Y | +92.2% | +70.5% | +21.7% | +68.2% |
| All | +92.2% | +61.7% | +30.5% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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