+2,664.3%
TSLA vs MDLZ
+86.5%
+2,577.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +3.2% | +1.9% | +1.3% | +2.4% |
| 30D | +11.6% | +0.4% | +11.2% | +11.3% |
| 3M | -8.4% | -0.6% | -7.8% | -8.9% |
| 6M | -10.4% | +14.7% | -25.1% | -17.3% |
| YTD | -18.7% | +18.0% | -36.7% | -26.5% |
| 1Y | -0.9% | +4.1% | -5.0% | -4.9% |
| 3Y | +33.6% | -4.6% | +38.2% | +30.4% |
| 5Y | +48.9% | +18.4% | +30.5% | +24.0% |
| All | +2,664.3% | +86.5% | +2,577.8% | +1,768.5% |
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