+520.8%
APP vs MDLZ
+32.0%
+488.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +48.9% | -1.0% | +50.0% | +49.0% |
| 30D | +49.4% | +7.9% | +41.5% | +49.1% |
| 3M | +27.0% | +8.9% | +18.1% | +26.7% |
| 6M | -15.4% | +10.5% | -25.9% | -15.8% |
| YTD | -39.9% | +27.1% | -67.1% | -41.6% |
| 1Y | -32.0% | +20.9% | -52.9% | -33.3% |
| 3Y | +824.3% | +5.5% | +818.8% | +807.2% |
| 5Y | +252.4% | +22.2% | +230.2% | +211.1% |
| All | +520.8% | +32.0% | +488.9% | +423.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling