+79.0%
MDLZ vs AA
+121.7%
-42.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -3.0% | +0.4% |
| 7D | 0.0% | +1.7% | -1.6% | -0.1% |
| 30D | -1.6% | +3.3% | -4.9% | -1.8% |
| 3M | +0.9% | -29.4% | +30.3% | +2.8% |
| 6M | +7.3% | -12.8% | +20.1% | +7.5% |
| YTD | +16.4% | -2.1% | +18.6% | +15.4% |
| 1Y | +3.0% | +62.8% | -59.8% | -1.9% |
| 3Y | -3.7% | +90.5% | -94.2% | -11.5% |
| 5Y | +15.6% | +19.1% | -3.5% | +6.9% |
| 10Y | +79.0% | +124.8% | -45.8% | +27.5% |
| All | +79.0% | +121.7% | -42.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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