-13.0%
MDLZ vs QQQI
+58.1%
-71.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +1.3% | -1.3% | +0.2% |
| 30D | -1.6% | +0.2% | -1.8% | -1.5% |
| 3M | +0.9% | +1.5% | -0.6% | +1.2% |
| 6M | +7.3% | +13.2% | -5.9% | +7.6% |
| YTD | +16.4% | +11.6% | +4.9% | +16.7% |
| 1Y | +3.0% | +18.0% | -15.0% | +3.0% |
| All | -13.0% | +58.1% | -71.1% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling