+16.5%
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 | -1.7% | +1.5% | -3.2% | -1.3% |
| 7D | +4.9% | +2.3% | +2.6% | +5.6% |
| 30D | -5.4% | +7.9% | -13.3% | -3.1% |
| 3M | -5.5% | +7.3% | -12.7% | -3.1% |
| 6M | +25.9% | +11.7% | +14.2% | +30.0% |
| YTD | +16.4% | +28.7% | -12.4% | +18.4% |
| 1Y | +16.5% | +22.8% | -6.3% | +18.7% |
| All | +16.5% | +22.7% | -6.2% | +18.7% |
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 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