+34.6%
MDLZ vs ABCL
-80.5%
+115.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -1.1% |
| 7D | +1.7% | -3.2% | +4.8% | +1.7% |
| 30D | +11.2% | -7.4% | +18.6% | +11.2% |
| 3M | +6.1% | +81.9% | -75.8% | +6.4% |
| 6M | +8.6% | +135.7% | -127.2% | +8.8% |
| YTD | +25.8% | +247.4% | -221.5% | +25.9% |
| 1Y | +21.7% | +162.3% | -140.6% | +21.9% |
| 3Y | +5.8% | +165.5% | -159.7% | +5.8% |
| 5Y | +21.4% | -21.3% | +42.7% | +21.0% |
| All | +34.6% | -80.5% | +115.1% | +33.2% |
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