+352.8%
APH vs MDLZ
+16.9%
+335.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -3.3% | -1.6% | -1.8% | -3.2% |
| 3M | +14.0% | +0.9% | +13.2% | +13.6% |
| 6M | +24.4% | +7.3% | +17.1% | +22.2% |
| YTD | +21.4% | +16.4% | +5.0% | +17.5% |
| 1Y | +48.9% | +3.0% | +46.0% | +47.3% |
| 3Y | +290.1% | -3.7% | +293.8% | +284.4% |
| 5Y | +352.8% | +15.6% | +337.2% | +283.1% |
| All | +352.8% | +16.9% | +335.9% | +283.1% |
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