+391.7%
APP vs MDLZ
+20.2%
+371.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +0.9% | -1.7% | +2.6% | +1.0% |
| 30D | -23.3% | -2.1% | -21.2% | -23.2% |
| 3M | -42.6% | +1.3% | -44.0% | -42.8% |
| 6M | -33.6% | +6.2% | -39.8% | -34.2% |
| YTD | -52.4% | +15.8% | -68.2% | -53.6% |
| 1Y | -35.9% | +4.1% | -40.0% | -36.2% |
| 3Y | +642.2% | -4.1% | +646.3% | +631.3% |
| 5Y | +311.1% | +13.4% | +297.7% | +261.4% |
| All | +391.7% | +20.2% | +371.5% | +315.7% |
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