+949.5%
QCOM vs MDLZ
+502.3%
+447.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | +5.5% | +2.2% | +3.4% | +4.7% |
| 30D | -1.1% | +10.1% | -11.3% | -5.4% |
| 3M | +7.6% | +9.1% | -1.5% | +3.2% |
| 6M | -20.1% | +10.0% | -30.0% | -24.5% |
| YTD | +3.0% | +26.8% | -23.8% | -9.2% |
| 1Y | +3.2% | +22.5% | -19.3% | -7.6% |
| 3Y | +48.9% | +5.3% | +43.6% | +38.8% |
| 5Y | +21.1% | +21.4% | -0.4% | +4.9% |
| 10Y | +242.8% | +102.0% | +140.7% | +136.5% |
| All | +949.5% | +502.3% | +447.2% | +329.6% |
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