+507.1%
MDLZ vs LOW
+1,763.7%
-1,256.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.2% | +8.7% | -6.5% | 0.0% |
| 30D | +10.1% | +25.5% | -15.3% | +4.0% |
| 3M | +9.1% | +6.6% | +2.5% | +7.2% |
| 6M | +10.0% | +2.4% | +7.5% | +9.0% |
| YTD | +26.8% | -1.7% | +28.6% | +26.7% |
| 1Y | +22.5% | +1.7% | +20.8% | +21.2% |
| 3Y | +5.3% | +26.6% | -21.3% | -2.6% |
| 5Y | +21.4% | +10.1% | +11.3% | +14.6% |
| 10Y | +102.0% | +303.3% | -201.2% | +32.8% |
| All | +507.1% | +1,763.7% | -1,256.6% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling