-11.8%
MDLZ vs QQQI
+56.3%
-68.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | 0.0% |
| 7D | +1.7% | -1.0% | +2.7% | +1.5% |
| 30D | +1.1% | -0.6% | +1.7% | +1.1% |
| 3M | -1.8% | +3.4% | -5.2% | -1.6% |
| 6M | +12.3% | +10.6% | +1.7% | +12.4% |
| YTD | +18.0% | +10.3% | +7.7% | +18.1% |
| 1Y | +3.8% | +16.3% | -12.5% | +3.8% |
| All | -11.8% | +56.3% | -68.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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