+1,527.5%
META vs MDLZ
+229.1%
+1,298.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | -1.7% | +8.4% | +7.4% |
| 30D | +4.8% | -2.1% | +6.9% | +5.5% |
| 3M | -1.6% | +1.3% | -2.9% | -2.6% |
| 6M | -7.5% | +6.2% | -13.7% | -10.4% |
| YTD | -6.4% | +15.8% | -22.2% | -12.9% |
| 1Y | -17.3% | +4.1% | -21.5% | -19.9% |
| 3Y | +109.9% | -4.1% | +114.0% | +105.1% |
| 5Y | +65.4% | +13.4% | +52.0% | +49.0% |
| 10Y | +391.8% | +75.7% | +316.1% | +270.6% |
| All | +1,527.5% | +229.1% | +1,298.4% | +955.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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