+943.1%
QCOM vs MDLZ
+511.4%
+431.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.2% |
| 7D | +4.3% | +2.3% | +2.0% | +3.3% |
| 30D | -0.1% | +7.9% | -8.0% | -3.6% |
| 3M | +5.2% | +7.3% | -2.0% | +1.7% |
| 6M | -18.4% | +11.7% | -30.0% | -23.3% |
| YTD | +2.4% | +28.7% | -26.3% | -10.3% |
| 1Y | +0.9% | +22.8% | -21.9% | -9.8% |
| 3Y | +48.4% | +6.6% | +41.8% | +37.7% |
| 5Y | +16.6% | +23.2% | -6.6% | +0.4% |
| 10Y | +237.8% | +108.7% | +129.1% | +129.9% |
| All | +943.1% | +511.4% | +431.7% | +324.3% |
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