+8.6%
MDLZ vs AA
-37.4%
+45.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -0.9% |
| 7D | +1.7% | +0.9% | +0.8% | +1.8% |
| 30D | +11.2% | -6.7% | +17.9% | +10.5% |
| 3M | +6.1% | -16.3% | +22.5% | +4.5% |
| 6M | +8.6% | -37.1% | +45.7% | +3.8% |
| All | +8.6% | -37.4% | +45.9% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling