+13,106.5%
APH vs MDLZ
+502.3%
+12,604.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.0% | +2.2% | -7.2% | -5.9% |
| 30D | -8.4% | +10.1% | -18.5% | -12.4% |
| 3M | -4.5% | +9.1% | -13.6% | -8.6% |
| 6M | +25.3% | +10.0% | +15.3% | +18.3% |
| YTD | +18.9% | +26.8% | -7.9% | +5.2% |
| 1Y | +11.9% | +22.5% | -10.6% | +0.5% |
| 3Y | +278.0% | +5.3% | +272.7% | +251.0% |
| 5Y | +306.4% | +21.4% | +285.0% | +249.5% |
| 10Y | +955.2% | +102.0% | +853.1% | +611.0% |
| All | +13,106.5% | +502.3% | +12,604.2% | +5,286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling