+105.6%
MDLZ vs LSCC
+1,348.6%
-1,242.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +2.2% | +5.0% | -2.9% | +1.8% |
| 30D | +10.1% | -11.7% | +21.9% | +10.7% |
| 3M | +9.1% | -13.3% | +22.4% | +9.6% |
| 6M | +10.0% | -12.5% | +22.5% | +9.6% |
| YTD | +26.8% | +51.2% | -24.4% | +20.4% |
| 1Y | +22.5% | +65.9% | -43.4% | +15.3% |
| 3Y | +5.3% | +95.3% | -90.1% | -5.3% |
| 5Y | +21.4% | +38.6% | -17.2% | +9.5% |
| All | +105.6% | +1,348.6% | -1,242.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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