+933.3%
APP vs MDLZ
+5.2%
+928.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +5.1% |
| 7D | +79.2% | +0.1% | +79.1% | +79.2% |
| 30D | +48.0% | +10.0% | +38.0% | +54.2% |
| 3M | +18.2% | +7.1% | +11.2% | +22.0% |
| 6M | -12.5% | +9.8% | -22.3% | -8.1% |
| YTD | -39.2% | +26.6% | -65.8% | -32.5% |
| 1Y | -33.9% | +20.3% | -54.2% | -27.7% |
| 3Y | +933.3% | +5.4% | +927.9% | +1,043.4% |
| All | +933.3% | +5.2% | +928.1% | +1,043.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling