+310.3%
APH vs MDLZ
+22.9%
+287.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.6% | +7.6% | +8.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -7.5% | +10.0% | -17.5% | -8.2% |
| 3M | -4.4% | +7.1% | -11.5% | -5.0% |
| 6M | +26.5% | +9.8% | +16.7% | +25.0% |
| YTD | +20.0% | +26.6% | -6.6% | +15.5% |
| 1Y | +16.9% | +20.3% | -3.5% | +13.4% |
| 3Y | +288.5% | +5.4% | +283.1% | +279.2% |
| 5Y | +310.3% | +22.2% | +288.1% | +250.3% |
| All | +310.3% | +22.9% | +287.4% | +250.3% |
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 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