+17.3%
MDLZ vs LUMN
-37.8%
+55.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.1% |
| 7D | +1.9% | +2.5% | -0.6% | +1.9% |
| 30D | +0.4% | +10.3% | -9.9% | +0.3% |
| 3M | -0.6% | -18.3% | +17.6% | -0.4% |
| 6M | +14.7% | +4.4% | +10.4% | +14.4% |
| YTD | +18.0% | -10.7% | +28.7% | +17.8% |
| 1Y | +4.1% | +14.0% | -9.8% | +3.1% |
| 3Y | -4.6% | +406.6% | -411.1% | -15.1% |
| All | +17.3% | -37.8% | +55.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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