-26.4%
APP vs MDLZ
+22.7%
-49.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +4.7% |
| 7D | +4.6% | +2.3% | +2.3% | +5.8% |
| 30D | +56.0% | +7.9% | +48.1% | +62.6% |
| 3M | +30.8% | +7.3% | +23.6% | +35.8% |
| 6M | -9.8% | +11.7% | -21.5% | -3.5% |
| YTD | -39.3% | +28.7% | -68.0% | -29.9% |
| 1Y | -26.4% | +22.8% | -49.2% | -17.5% |
| All | -26.4% | +22.7% | -49.1% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling