+106.1%
MDLZ vs AA
+48.4%
+57.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | +0.1% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | +7.9% | -1.3% | +9.2% | +8.0% |
| 3M | +8.9% | -23.9% | +32.8% | +10.5% |
| 6M | +10.5% | -36.8% | +47.3% | +13.0% |
| YTD | +27.1% | -22.2% | +49.3% | +27.6% |
| 1Y | +20.9% | +10.4% | +10.6% | +18.3% |
| 3Y | +5.5% | +72.0% | -66.5% | -2.7% |
| 5Y | +22.2% | -15.6% | +37.9% | +16.2% |
| 10Y | +106.1% | +47.8% | +58.3% | +54.2% |
| All | +106.1% | +48.4% | +57.7% | +54.2% |
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