+398.5%
MDLZ vs LVS
+56.9%
+341.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +2.2% | +6.7% | -4.5% | +1.6% |
| 30D | +10.1% | +13.8% | -3.6% | +8.9% |
| 3M | +9.1% | -9.5% | +18.6% | +10.0% |
| 6M | +10.0% | -22.0% | +32.0% | +12.2% |
| YTD | +26.8% | -35.7% | +62.5% | +31.2% |
| 1Y | +22.5% | -36.7% | +59.2% | +26.8% |
| 3Y | +5.3% | -8.8% | +14.1% | +4.5% |
| 5Y | +21.4% | +9.5% | +11.9% | +16.7% |
| 10Y | +102.0% | -10.9% | +113.0% | +93.0% |
| All | +398.5% | +56.9% | +341.6% | +323.4% |
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 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