+15.6%
MDLZ vs LOW
+8.3%
+7.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | -1.6% | -10.1% | +8.5% | +1.0% |
| 3M | +0.9% | -2.9% | +3.7% | +1.5% |
| 6M | +7.3% | -19.4% | +26.7% | +12.7% |
| YTD | +16.4% | -15.4% | +31.9% | +20.8% |
| 1Y | +3.0% | -24.9% | +27.9% | +9.6% |
| 3Y | -3.7% | -7.8% | +4.1% | -3.4% |
| 5Y | +15.6% | +8.4% | +7.2% | +6.7% |
| All | +15.6% | +8.3% | +7.4% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling