+250.8%
QCOM vs MDLZ
+105.5%
+145.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.0% | -1.0% | +3.0% | +2.4% |
| 30D | +1.2% | +7.9% | -6.7% | -2.2% |
| 3M | +9.1% | +8.9% | +0.2% | +4.9% |
| 6M | -25.0% | +10.5% | -35.5% | -29.2% |
| YTD | +4.8% | +27.1% | -22.3% | -8.4% |
| 1Y | +3.6% | +20.9% | -17.3% | -7.2% |
| 3Y | +51.5% | +5.5% | +45.9% | +40.6% |
| 5Y | +19.7% | +22.2% | -2.5% | -0.2% |
| All | +250.8% | +105.5% | +145.3% | +132.1% |
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