+1,804.3%
QQQ vs MDLZ
+460.3%
+1,344.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | +1.9% | -2.5% | -1.3% |
| 30D | -1.2% | +0.4% | -1.6% | -1.5% |
| 3M | -0.2% | -0.6% | +0.4% | -0.8% |
| 6M | +17.9% | +14.7% | +3.2% | +9.7% |
| YTD | +16.6% | +18.0% | -1.3% | +6.7% |
| 1Y | +23.0% | +4.1% | +18.9% | +18.4% |
| 3Y | +92.9% | -4.6% | +97.5% | +88.5% |
| 5Y | +95.6% | +18.4% | +77.2% | +71.6% |
| 10Y | +570.4% | +88.0% | +482.4% | +372.3% |
| All | +1,804.3% | +460.3% | +1,344.1% | +664.0% |
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