+21.4%
MDLZ vs LNG
+212.1%
-190.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -0.4% | +10.9% | -11.3% | -0.8% |
| 30D | +8.2% | +8.1% | +0.1% | +7.8% |
| 3M | +8.0% | +15.7% | -7.7% | +7.2% |
| 6M | +9.7% | +27.2% | -17.5% | +8.5% |
| YTD | +26.9% | +60.7% | -33.8% | +24.3% |
| 1Y | +20.9% | +46.3% | -25.4% | +18.9% |
| 3Y | +5.3% | +85.6% | -80.3% | +2.0% |
| 5Y | +21.4% | +211.6% | -190.2% | +15.2% |
| All | +21.4% | +212.1% | -190.7% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling