+3.2%
MDLZ vs LOW
-25.6%
+28.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.5% |
| 3M | 0.0% | -8.1% | +8.1% | +2.5% |
| 6M | +9.1% | -19.8% | +28.9% | +15.8% |
| YTD | +17.9% | -16.4% | +34.3% | +23.3% |
| 1Y | +3.2% | -24.7% | +27.9% | +9.5% |
| All | +3.2% | -25.6% | +28.8% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling