+464.7%
MDLZ vs LUMN
-17.7%
+482.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.2% |
| 7D | +1.9% | +2.5% | -0.6% | +1.7% |
| 30D | +0.4% | +10.3% | -9.9% | -0.5% |
| 3M | -0.6% | -18.3% | +17.6% | +0.7% |
| 6M | +14.7% | +4.4% | +10.4% | +13.0% |
| YTD | +18.0% | -10.7% | +28.7% | +16.8% |
| 1Y | +4.1% | +14.0% | -9.8% | -0.6% |
| 3Y | -4.6% | +406.6% | -411.1% | -35.5% |
| 5Y | +18.4% | -36.8% | +55.2% | +13.4% |
| 10Y | +88.0% | -56.2% | +144.2% | +77.1% |
| All | +464.7% | -17.7% | +482.5% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling