+457.1%
MDLZ vs QLD
+7,183.5%
-6,726.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.7% | +11.9% | +1.9% |
| 7D | +6.9% | -18.6% | +25.4% | +11.3% |
| 30D | +12.1% | -28.3% | +40.4% | +19.6% |
| 3M | +7.7% | -20.4% | +28.1% | +12.1% |
| 6M | +10.8% | -14.3% | +25.1% | +11.9% |
| YTD | +27.4% | +2.8% | +24.6% | +22.7% |
| 1Y | +23.5% | -1.2% | +24.7% | +19.7% |
| 3Y | +6.2% | +135.3% | -129.1% | -20.8% |
| 5Y | +22.9% | +62.6% | -39.7% | -5.4% |
| 10Y | +99.6% | +1,384.3% | -1,284.7% | -24.4% |
| All | +457.1% | +7,183.5% | -6,726.4% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling