+413.7%
MDLZ vs QID
-100.0%
+513.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.9% |
| 30D | -2.1% | 0.0% | -2.1% | -2.1% |
| 3M | +1.3% | +3.7% | -2.4% | +2.3% |
| 6M | +6.2% | -29.9% | +36.1% | -1.6% |
| YTD | +15.8% | -28.8% | +44.6% | +7.8% |
| 1Y | +4.1% | -37.2% | +41.3% | -5.6% |
| 3Y | -4.1% | -73.7% | +69.6% | -27.4% |
| 5Y | +13.4% | -80.7% | +94.1% | -14.3% |
| 10Y | +75.7% | -99.1% | +174.9% | -32.9% |
| All | +413.7% | -100.0% | +513.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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