+48.1%
TSLA vs MDLZ
+18.0%
+30.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -3.4% | +1.7% | -5.1% | -3.6% |
| 30D | +9.2% | +1.1% | +8.1% | +9.1% |
| 3M | -4.7% | -1.8% | -2.9% | -4.5% |
| 6M | -8.9% | +12.3% | -21.2% | -11.2% |
| YTD | -19.2% | +18.0% | -37.2% | -22.2% |
| 1Y | +4.5% | +3.8% | +0.7% | +3.5% |
| 3Y | +46.3% | -2.4% | +48.7% | +45.8% |
| 5Y | +48.1% | +18.4% | +29.7% | +37.5% |
| All | +48.1% | +18.0% | +30.1% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling