+502.4%
MDLZ vs LEN
+631.3%
-128.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.8% |
| 7D | +1.7% | +2.1% | -0.4% | +1.4% |
| 30D | +11.2% | +16.6% | -5.4% | +8.8% |
| 3M | +6.1% | +5.3% | +0.8% | +5.1% |
| 6M | +8.6% | -0.8% | +9.3% | +8.2% |
| YTD | +25.8% | -11.7% | +37.6% | +27.1% |
| 1Y | +21.7% | -24.6% | +46.3% | +25.4% |
| 3Y | +5.8% | -18.7% | +24.5% | +6.6% |
| 5Y | +21.4% | -4.4% | +25.8% | +18.0% |
| 10Y | +97.2% | +152.2% | -55.0% | +62.6% |
| All | +502.4% | +631.3% | -128.9% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling