+651.5%
ADI vs MDLZ
+86.5%
+565.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.6% | +1.9% | +2.7% | +3.7% |
| 30D | -1.2% | +0.4% | -1.6% | -1.5% |
| 3M | -7.8% | -0.6% | -7.2% | -8.5% |
| 6M | +19.3% | +14.7% | +4.6% | +10.0% |
| YTD | +40.9% | +18.0% | +22.9% | +27.3% |
| 1Y | +54.5% | +4.1% | +50.4% | +48.3% |
| 3Y | +123.4% | -4.6% | +128.0% | +119.1% |
| 5Y | +142.3% | +18.4% | +123.9% | +105.3% |
| All | +651.5% | +86.5% | +565.0% | +414.3% |
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