+18.4%
MDLZ vs LYB
-1.9%
+20.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +1.7% | -0.7% | +2.4% | +1.7% |
| 30D | +1.1% | +1.5% | -0.4% | +0.9% |
| 3M | -1.8% | -0.3% | -1.6% | -2.0% |
| 6M | +12.3% | +0.1% | +12.2% | +11.1% |
| YTD | +18.0% | +53.4% | -35.4% | +8.8% |
| 1Y | +3.8% | +25.6% | -21.8% | -1.5% |
| 3Y | -2.4% | -21.3% | +18.9% | -1.5% |
| 5Y | +18.4% | -2.4% | +20.9% | +13.2% |
| All | +18.4% | -1.9% | +20.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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