+3.7%
MDLZ vs LVS
-18.3%
+22.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | 0.0% | -2.7% | +2.7% | -0.1% |
| 30D | +1.4% | -4.7% | +6.1% | +1.4% |
| 3M | 0.0% | -15.6% | +15.6% | -0.5% |
| 6M | +9.1% | -18.6% | +27.8% | +8.3% |
| YTD | +17.9% | -32.3% | +50.2% | +16.4% |
| All | +3.7% | -18.3% | +22.0% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling