+16.4%
APH vs MDLZ
+22.7%
-6.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.5% | -9.6% | -5.1% |
| 7D | -2.4% | +8.9% | -11.3% | +0.1% |
| 30D | -9.5% | +15.2% | -24.7% | -6.3% |
| 3M | -7.6% | +9.5% | -17.1% | -5.1% |
| 6M | +12.4% | +11.7% | +0.7% | +16.0% |
| YTD | +17.5% | +28.4% | -10.9% | +20.1% |
| 1Y | +16.4% | +24.4% | -8.0% | +19.0% |
| All | +16.4% | +22.7% | -6.2% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling