-32.2%
AAL vs MDLZ
+18.0%
-50.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | -16.0% | +1.1% | -17.1% | -16.3% |
| 3M | -4.2% | -1.8% | -2.4% | -4.0% |
| 6M | +15.7% | +12.3% | +3.4% | +10.0% |
| YTD | -16.2% | +18.0% | -34.2% | -22.7% |
| 1Y | +0.2% | +3.8% | -3.6% | -2.3% |
| 3Y | -8.1% | -2.4% | -5.7% | -9.5% |
| 5Y | -32.2% | +18.4% | -50.6% | -43.8% |
| All | -32.2% | +18.0% | -50.2% | -43.8% |
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