+22.9%
MDLZ vs QLD
+61.4%
-38.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.7% | +11.9% | -0.2% |
| 7D | +6.9% | -18.6% | +25.4% | +7.9% |
| 30D | +12.1% | -28.3% | +40.4% | +14.0% |
| 3M | +7.7% | -20.4% | +28.1% | +8.7% |
| 6M | +10.8% | -14.3% | +25.1% | +10.7% |
| YTD | +27.4% | +2.8% | +24.6% | +25.0% |
| 1Y | +23.5% | -1.2% | +24.7% | +21.5% |
| 3Y | +6.2% | +135.3% | -129.1% | -8.6% |
| 5Y | +22.9% | +62.6% | -39.7% | +2.1% |
| All | +22.9% | +61.4% | -38.5% | +2.1% |
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