-64.8%
AAL vs MDLZ
+86.5%
-151.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | +1.9% | -2.8% | -1.8% |
| 30D | -12.9% | +0.4% | -13.3% | -13.1% |
| 3M | -11.2% | -0.6% | -10.6% | -11.4% |
| 6M | +17.8% | +14.7% | +3.1% | +9.2% |
| YTD | -15.1% | +18.0% | -33.1% | -23.3% |
| 1Y | +0.5% | +4.1% | -3.7% | -3.4% |
| 3Y | -7.7% | -4.6% | -3.1% | -8.9% |
| 5Y | -31.3% | +18.4% | -49.7% | -41.1% |
| All | -64.8% | +86.5% | -151.3% | -76.2% |
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