+476.2%
MDLZ vs LYV
+1,445.4%
-969.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | 0.0% | -5.3% | +5.3% | +0.7% |
| 30D | +1.4% | -7.9% | +9.4% | +2.5% |
| 3M | 0.0% | +4.5% | -4.5% | -0.6% |
| 6M | +9.1% | +2.5% | +6.6% | +8.5% |
| YTD | +17.9% | +19.3% | -1.3% | +14.9% |
| 1Y | +3.2% | -0.2% | +3.4% | +2.7% |
| 3Y | -2.5% | +110.0% | -112.5% | -13.0% |
| 5Y | +17.6% | +96.8% | -79.2% | +3.4% |
| 10Y | +87.9% | +559.9% | -472.0% | +33.2% |
| All | +476.2% | +1,445.4% | -969.2% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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