+6.6%
MDLZ vs AA
+67.6%
-61.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | +7.9% | -0.6% | +8.5% | +7.9% |
| 3M | +7.3% | -19.7% | +26.9% | +6.8% |
| 6M | +11.7% | -41.6% | +53.3% | +10.7% |
| YTD | +28.7% | -24.6% | +53.4% | +27.7% |
| 1Y | +22.8% | +4.9% | +17.9% | +21.9% |
| 3Y | +6.6% | +66.8% | -60.2% | +5.8% |
| All | +6.6% | +67.6% | -61.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling