+17.6%
MDLZ vs LVS
+5.2%
+12.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | 0.0% | -2.7% | +2.7% | +0.1% |
| 30D | +1.4% | -4.7% | +6.1% | +1.8% |
| 3M | 0.0% | -15.6% | +15.6% | +1.1% |
| 6M | +9.1% | -18.6% | +27.8% | +10.4% |
| YTD | +17.9% | -32.3% | +50.2% | +20.7% |
| 1Y | +3.2% | -18.0% | +21.2% | +4.1% |
| 3Y | -2.5% | -5.8% | +3.4% | -3.8% |
| 5Y | +17.6% | +5.7% | +11.8% | +13.3% |
| All | +17.6% | +5.2% | +12.4% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling