+22.2%
MDLZ vs LOW
+9.1%
+13.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | -0.2% |
| 7D | +0.1% | +6.4% | -6.3% | -1.6% |
| 30D | +10.0% | +25.6% | -15.6% | +3.7% |
| 3M | +7.1% | +4.6% | +2.5% | +5.6% |
| 6M | +9.8% | +2.5% | +7.3% | +8.6% |
| YTD | +26.6% | -1.6% | +28.3% | +26.2% |
| 1Y | +20.3% | +1.7% | +18.6% | +18.8% |
| 3Y | +5.4% | +29.4% | -24.0% | -3.5% |
| 5Y | +22.2% | +9.6% | +12.6% | +11.1% |
| All | +22.2% | +9.1% | +13.1% | +11.1% |
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