+281.8%
QCOM vs MDLZ
+83.6%
+198.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +9.4% | +1.4% | +7.9% | +8.7% |
| 3M | -13.7% | 0.0% | -13.7% | -14.5% |
| 6M | +28.9% | +9.1% | +19.8% | +22.1% |
| YTD | +4.7% | +17.9% | -13.2% | -5.1% |
| 1Y | +13.5% | +3.2% | +10.3% | +9.7% |
| 3Y | +77.1% | -2.5% | +79.6% | +70.4% |
| 5Y | +38.9% | +17.6% | +21.3% | +17.7% |
| 10Y | +281.8% | +87.9% | +193.8% | +159.2% |
| All | +281.8% | +83.6% | +198.2% | +159.2% |
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