+920.5%
QCOM vs MDLZ
+449.8%
+470.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | -1.7% | +5.1% | +4.1% |
| 30D | +7.7% | -2.1% | +9.8% | +8.6% |
| 3M | -30.1% | +1.3% | -31.4% | -31.3% |
| 6M | +22.8% | +6.2% | +16.6% | +18.0% |
| YTD | +0.2% | +15.8% | -15.6% | -7.9% |
| 1Y | +7.9% | +4.1% | +3.7% | +3.8% |
| 3Y | +55.8% | -4.1% | +59.9% | +51.4% |
| 5Y | +30.1% | +13.4% | +16.7% | +16.3% |
| 10Y | +248.9% | +75.7% | +173.1% | +155.5% |
| All | +920.5% | +449.8% | +470.7% | +335.8% |
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