+79.0%
MDLZ vs LEN
+99.2%
-20.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.3% |
| 7D | 0.0% | -2.9% | +2.9% | +0.6% |
| 30D | -1.6% | -8.9% | +7.3% | +0.1% |
| 3M | +0.9% | -10.9% | +11.8% | +2.8% |
| 6M | +7.3% | -19.7% | +27.0% | +11.2% |
| YTD | +16.4% | -20.6% | +37.0% | +20.7% |
| 1Y | +3.0% | -42.4% | +45.4% | +13.2% |
| 3Y | -3.7% | -26.5% | +22.8% | -1.2% |
| 5Y | +15.6% | -10.9% | +26.6% | +11.4% |
| 10Y | +79.0% | +100.6% | -21.7% | +39.2% |
| All | +79.0% | +99.2% | -20.2% | +39.2% |
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