-43.5%
ACN vs MDLZ
+18.0%
-61.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -7.9% | +1.7% | -9.5% | -8.5% |
| 30D | -1.1% | +1.1% | -2.2% | -1.5% |
| 3M | +5.6% | -1.8% | +7.4% | +6.3% |
| 6M | -9.9% | +12.3% | -22.2% | -13.7% |
| YTD | -32.3% | +18.0% | -50.4% | -36.7% |
| 1Y | -25.3% | +3.8% | -29.1% | -26.7% |
| 3Y | -42.3% | -2.4% | -39.9% | -43.1% |
| 5Y | -43.5% | +18.4% | -61.9% | -52.7% |
| All | -43.5% | +18.0% | -61.5% | -52.7% |
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