+398.7%
MDLZ vs LVS
+51.2%
+347.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -0.4% | -3.9% | +3.5% | -0.1% |
| 30D | +8.2% | +7.1% | +1.2% | +7.6% |
| 3M | +8.0% | -13.2% | +21.2% | +9.2% |
| 6M | +9.7% | -22.8% | +32.6% | +12.1% |
| YTD | +26.9% | -38.0% | +64.9% | +31.6% |
| 1Y | +20.9% | -39.5% | +60.4% | +25.7% |
| 3Y | +5.3% | -12.2% | +17.5% | +4.9% |
| 5Y | +21.4% | +6.4% | +15.0% | +16.9% |
| 10Y | +105.7% | -13.3% | +119.0% | +97.0% |
| All | +398.7% | +51.2% | +347.4% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling