+23.5%
MDLZ vs QLD
+0.3%
+23.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.7% | +11.9% | -3.0% |
| 7D | +6.9% | -18.6% | +25.4% | +3.3% |
| 30D | +12.1% | -28.3% | +40.4% | +6.3% |
| 3M | +7.7% | -20.4% | +28.1% | +3.9% |
| 6M | +10.8% | -14.3% | +25.1% | +7.4% |
| YTD | +27.4% | +2.8% | +24.6% | +23.0% |
| 1Y | +23.5% | -1.2% | +24.7% | +18.8% |
| All | +23.5% | +0.3% | +23.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling