+17.6%
MDLZ vs LNG
+222.3%
-204.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | -6.7% | +6.7% | +0.2% |
| 30D | +1.4% | +3.9% | -2.4% | +1.3% |
| 3M | 0.0% | +15.5% | -15.5% | -0.5% |
| 6M | +9.1% | +10.5% | -1.4% | +8.7% |
| YTD | +17.9% | +43.0% | -25.0% | +16.4% |
| 1Y | +3.2% | +18.9% | -15.6% | +2.5% |
| 3Y | -2.5% | +74.7% | -77.1% | -4.9% |
| 5Y | +17.6% | +231.2% | -213.7% | +15.4% |
| All | +17.6% | +222.3% | -204.7% | +15.4% |
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