+16.5%
MDLZ vs QLD
+121.5%
-105.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -2.1% | -0.1% | -2.0% | -2.1% |
| 3M | +1.3% | -8.4% | +9.7% | +1.7% |
| 6M | +6.2% | +32.2% | -26.0% | +3.0% |
| YTD | +15.8% | +28.9% | -13.1% | +12.4% |
| 1Y | +4.1% | +43.8% | -39.7% | -0.2% |
| 3Y | -4.1% | +176.6% | -180.7% | -17.7% |
| All | +16.5% | +121.5% | -105.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling