+35.4%
MDLZ vs ABCL
-79.5%
+114.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.7% |
| 7D | +0.1% | +12.4% | -12.3% | +0.2% |
| 30D | +10.0% | -0.4% | +10.3% | +10.0% |
| 3M | +7.1% | +80.4% | -73.3% | +7.4% |
| 6M | +9.8% | +138.5% | -128.7% | +10.1% |
| YTD | +26.6% | +265.5% | -238.8% | +26.7% |
| 1Y | +20.3% | +219.7% | -199.4% | +20.5% |
| 3Y | +5.4% | +209.4% | -204.0% | +5.3% |
| 5Y | +22.2% | -15.0% | +37.2% | +21.9% |
| All | +35.4% | -79.5% | +114.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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