+528.8%
APP vs MDLZ
+31.4%
+497.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.8% |
| 7D | +79.2% | +0.1% | +79.1% | +79.1% |
| 30D | +48.0% | +10.0% | +38.0% | +47.6% |
| 3M | +18.2% | +7.1% | +11.2% | +18.0% |
| 6M | -12.5% | +9.8% | -22.3% | -12.9% |
| YTD | -39.2% | +26.6% | -65.8% | -40.9% |
| 1Y | -33.9% | +20.3% | -54.2% | -35.1% |
| 3Y | +933.3% | +5.4% | +927.9% | +912.5% |
| 5Y | +295.9% | +22.2% | +273.6% | +249.4% |
| All | +528.8% | +31.4% | +497.4% | +430.3% |
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 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