+14,479.0%
MPWR vs MDLZ
+373.9%
+14,105.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.6% | -1.7% | -0.8% | -1.7% |
| 30D | -9.0% | -2.1% | -6.9% | -8.3% |
| 3M | -25.8% | +1.3% | -27.1% | -27.9% |
| 6M | +11.8% | +6.2% | +5.6% | +5.7% |
| YTD | +35.5% | +15.8% | +19.7% | +21.4% |
| 1Y | +45.3% | +4.1% | +41.2% | +37.3% |
| 3Y | +138.5% | -4.1% | +142.5% | +127.0% |
| 5Y | +152.8% | +13.4% | +139.4% | +114.9% |
| 10Y | +1,616.6% | +75.7% | +1,540.8% | +1,026.1% |
| All | +14,479.0% | +373.9% | +14,105.1% | +5,020.6% |
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