+107.6%
MDLZ vs LUV
+15.9%
+91.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +7.9% | +14.2% | -6.3% | +6.0% |
| 3M | +7.3% | +0.6% | +6.6% | +7.0% |
| 6M | +11.7% | +15.1% | -3.4% | +8.9% |
| YTD | +28.7% | +10.2% | +18.5% | +25.1% |
| 1Y | +22.8% | +38.4% | -15.7% | +15.1% |
| 3Y | +6.6% | +107.5% | -100.9% | -9.5% |
| 5Y | +23.2% | +1.1% | +22.1% | +17.6% |
| All | +107.6% | +15.9% | +91.7% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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