+21.2%
MDLZ vs ABCL
+197.3%
-176.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | 0.0% |
| 7D | -1.0% | -2.7% | +1.7% | -1.1% |
| 30D | +7.9% | -5.4% | +13.4% | +7.9% |
| 3M | +8.9% | +22.4% | -13.5% | +10.5% |
| 6M | +10.5% | +127.6% | -117.1% | +16.0% |
| YTD | +27.1% | +249.4% | -222.3% | +34.9% |
| All | +21.2% | +197.3% | -176.1% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling