+93.1%
ACN vs MDLZ
+86.5%
+6.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -1.5% | +1.9% | -3.4% | -2.5% |
| 30D | +2.1% | +0.4% | +1.7% | +1.8% |
| 3M | +11.1% | -0.6% | +11.7% | +11.7% |
| 6M | -6.8% | +14.7% | -21.6% | -13.3% |
| YTD | -30.0% | +18.0% | -48.0% | -36.3% |
| 1Y | -23.1% | +4.1% | -27.2% | -25.5% |
| 3Y | -40.4% | -4.6% | -35.8% | -40.9% |
| 5Y | -41.6% | +18.4% | -59.9% | -50.0% |
| All | +93.1% | +86.5% | +6.5% | +35.8% |
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 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