+7.1%
MDLZ vs QLD
+134.4%
-127.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.7% | +11.9% | -1.6% |
| 7D | +6.9% | -18.6% | +25.4% | +5.7% |
| 30D | +12.1% | -28.3% | +40.4% | +10.2% |
| 3M | +7.7% | -20.4% | +28.1% | +6.4% |
| 6M | +10.8% | -14.3% | +25.1% | +9.6% |
| YTD | +27.4% | +2.8% | +24.6% | +26.0% |
| 1Y | +23.5% | -1.2% | +24.7% | +22.2% |
| All | +7.1% | +134.4% | -127.3% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling