+21.7%
MDLZ vs ABCL
+152.2%
-130.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -0.7% |
| 7D | +1.7% | -3.2% | +4.8% | +1.6% |
| 30D | +11.2% | -7.4% | +18.6% | +11.0% |
| 3M | +6.1% | +81.9% | -75.8% | +10.4% |
| 6M | +8.6% | +135.7% | -127.2% | +14.7% |
| YTD | +25.8% | +247.4% | -221.5% | +35.5% |
| 1Y | +21.7% | +162.3% | -140.6% | +30.9% |
| All | +21.7% | +152.2% | -130.6% | +30.9% |
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