+107.6%
MDLZ vs LEN
+136.9%
-29.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.3% | -5.8% | +8.1% | +3.4% |
| 30D | +7.9% | +13.7% | -5.8% | +5.2% |
| 3M | +7.3% | -3.9% | +11.1% | +7.7% |
| 6M | +11.7% | -0.4% | +12.1% | +10.9% |
| YTD | +28.7% | -16.8% | +45.6% | +31.9% |
| 1Y | +22.8% | -29.5% | +52.3% | +29.5% |
| 3Y | +6.6% | -25.6% | +32.2% | +8.9% |
| 5Y | +23.2% | -13.2% | +36.4% | +19.2% |
| All | +107.6% | +136.9% | -29.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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