+1,697.2%
ACN vs MDLZ
+445.7%
+1,251.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -1.5% | -1.7% | +0.2% | -0.8% |
| 30D | +9.4% | -2.1% | +11.5% | +10.4% |
| 3M | +5.6% | +1.3% | +4.3% | +5.3% |
| 6M | -9.3% | +6.2% | -15.5% | -11.8% |
| YTD | -29.0% | +15.8% | -44.8% | -33.9% |
| 1Y | -24.7% | +4.1% | -28.8% | -26.7% |
| 3Y | -39.8% | -4.1% | -35.7% | -40.4% |
| 5Y | -40.9% | +13.4% | -54.3% | -46.1% |
| 10Y | +91.1% | +75.7% | +15.4% | +43.1% |
| All | +1,697.2% | +445.7% | +1,251.5% | +771.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling