+251.9%
QCOM vs MDLZ
+105.1%
+146.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +13.0% | -0.4% | +13.4% | +13.2% |
| 30D | +0.2% | +8.2% | -8.1% | -3.4% |
| 3M | +9.2% | +8.0% | +1.2% | +5.3% |
| 6M | -15.0% | +9.7% | -24.7% | -19.5% |
| YTD | +5.2% | +26.9% | -21.7% | -8.0% |
| 1Y | +2.4% | +20.9% | -18.5% | -8.3% |
| 3Y | +52.0% | +5.3% | +46.6% | +41.1% |
| 5Y | +19.7% | +21.4% | -1.7% | +0.2% |
| All | +251.9% | +105.1% | +146.8% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling