-26.3%
APH vs MDLZ
+3.3%
-29.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.8% |
| 7D | -48.7% | -1.8% | -46.9% | -48.8% |
| 30D | -51.9% | -2.1% | -49.8% | -52.0% |
| 3M | -43.6% | +1.3% | -44.9% | -43.4% |
| 6M | -37.5% | +6.2% | -43.7% | -38.2% |
| YTD | -38.6% | +15.8% | -54.4% | -38.6% |
| 1Y | -26.3% | +4.1% | -30.5% | -27.6% |
| All | -26.3% | +3.3% | -29.6% | -27.6% |
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