+87.9%
MDLZ vs LOW
+225.8%
-137.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +1.4% | -9.3% | +10.7% | +4.2% |
| 3M | 0.0% | -8.1% | +8.1% | +2.2% |
| 6M | +9.1% | -19.8% | +28.9% | +15.5% |
| YTD | +17.9% | -16.4% | +34.3% | +23.3% |
| 1Y | +3.2% | -24.7% | +27.9% | +10.9% |
| 3Y | -2.5% | -8.8% | +6.3% | -2.1% |
| 5Y | +17.6% | +7.8% | +9.8% | +10.2% |
| 10Y | +87.9% | +233.8% | -145.9% | +29.5% |
| All | +87.9% | +225.8% | -137.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling