+367.9%
APP vs MDLZ
+22.4%
+345.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -4.4% | 0.0% | -4.3% | -4.4% |
| 30D | -10.0% | +1.4% | -11.5% | -10.1% |
| 3M | -41.4% | 0.0% | -41.5% | -41.4% |
| 6M | -41.0% | +9.1% | -50.2% | -41.6% |
| YTD | -54.7% | +17.9% | -72.7% | -55.9% |
| 1Y | -45.3% | +3.2% | -48.6% | -45.4% |
| 3Y | +624.3% | -2.5% | +626.8% | +614.0% |
| 5Y | +329.1% | +17.6% | +311.5% | +276.5% |
| All | +367.9% | +22.4% | +345.5% | +295.3% |
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 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