+454.2%
MDLZ vs LNG
+26,588.5%
-26,134.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.7% | +3.4% | -5.2% | -1.9% |
| 30D | -2.1% | +14.9% | -17.0% | -2.8% |
| 3M | +1.3% | +21.4% | -20.1% | +0.3% |
| 6M | +6.2% | +17.8% | -11.6% | +5.2% |
| YTD | +15.8% | +51.3% | -35.5% | +13.3% |
| 1Y | +4.1% | +24.4% | -20.3% | +2.8% |
| 3Y | -4.1% | +79.7% | -83.8% | -7.3% |
| 5Y | +13.4% | +241.3% | -228.0% | +5.5% |
| 10Y | +75.7% | +603.1% | -527.4% | +56.1% |
| All | +454.2% | +26,588.5% | -26,134.3% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling