+102.0%
MDLZ vs LEN
+147.0%
-44.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.5% | +1.2% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +10.1% | +13.0% | -2.9% | +7.5% |
| 3M | +9.1% | +1.9% | +7.2% | +8.3% |
| 6M | +10.0% | -0.7% | +10.7% | +9.3% |
| YTD | +26.8% | -13.8% | +40.6% | +29.1% |
| 1Y | +22.5% | -28.1% | +50.6% | +28.8% |
| 3Y | +5.3% | -22.8% | +28.1% | +6.8% |
| 5Y | +21.4% | -7.4% | +28.8% | +16.0% |
| 10Y | +102.0% | +143.7% | -41.6% | +47.9% |
| All | +102.0% | +147.0% | -44.9% | +47.9% |
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