+87.9%
MDLZ vs LVS
+0.3%
+87.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | +1.4% | -4.7% | +6.1% | +2.0% |
| 3M | 0.0% | -15.6% | +15.6% | +1.9% |
| 6M | +9.1% | -18.6% | +27.8% | +11.4% |
| YTD | +17.9% | -32.3% | +50.2% | +22.7% |
| 1Y | +3.2% | -18.0% | +21.2% | +4.7% |
| 3Y | -2.5% | -5.8% | +3.4% | -4.1% |
| 5Y | +17.6% | +5.7% | +11.8% | +10.8% |
| 10Y | +87.9% | 0.0% | +87.9% | +65.4% |
| All | +87.9% | +0.3% | +87.7% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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