+364.1%
MDLZ vs LYB
+633.9%
-269.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | 0.0% | -3.1% | +3.0% | +0.5% |
| 30D | +1.4% | +4.0% | -2.6% | +0.7% |
| 3M | 0.0% | +2.4% | -2.4% | -0.6% |
| 6M | +9.1% | -1.4% | +10.6% | +8.2% |
| YTD | +17.9% | +53.9% | -36.0% | +7.2% |
| 1Y | +3.2% | +26.1% | -22.9% | -3.0% |
| 3Y | -2.5% | -21.0% | +18.5% | -1.4% |
| 5Y | +17.6% | -0.7% | +18.3% | +12.1% |
| 10Y | +87.9% | +49.3% | +38.7% | +52.8% |
| All | +364.1% | +633.9% | -269.8% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling