+6.6%
MDLZ vs LNG
+85.6%
-79.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.3% | +11.3% | -9.0% | +2.0% |
| 30D | +7.9% | +10.6% | -2.7% | +7.5% |
| 3M | +7.3% | +16.1% | -8.9% | +6.6% |
| 6M | +11.7% | +29.6% | -17.9% | +10.7% |
| YTD | +28.7% | +60.3% | -31.6% | +27.2% |
| 1Y | +22.8% | +46.1% | -23.3% | +21.5% |
| 3Y | +6.6% | +85.9% | -79.4% | +4.3% |
| All | +6.6% | +85.6% | -79.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 3y: compounded portfolio wealth divided by compounded LNG 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…
3y analysis · Full analysis span regression · 6 months rolling