+138.3%
ADI vs MDLZ
+17.7%
+120.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.6% | +1.9% | +2.7% | +4.1% |
| 30D | -1.2% | +0.4% | -1.6% | -1.3% |
| 3M | -7.8% | -0.6% | -7.2% | -8.0% |
| 6M | +19.3% | +14.7% | +4.6% | +13.2% |
| YTD | +40.9% | +18.0% | +22.9% | +31.8% |
| 1Y | +54.5% | +4.1% | +50.4% | +50.8% |
| 3Y | +123.4% | -4.6% | +128.0% | +121.8% |
| All | +138.3% | +17.7% | +120.6% | +105.2% |
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