+3.2%
MDLZ vs LEN
-41.8%
+45.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | 0.0% | -3.4% | +3.3% | +0.5% |
| 30D | +1.4% | -5.7% | +7.1% | +2.4% |
| 3M | 0.0% | -12.2% | +12.2% | +2.1% |
| 6M | +9.1% | -18.3% | +27.4% | +13.1% |
| YTD | +17.9% | -20.2% | +38.1% | +22.4% |
| 1Y | +3.2% | -40.1% | +43.3% | +12.3% |
| All | +3.2% | -41.8% | +45.0% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling