+104.5%
MDLZ vs ACGL
+322.9%
-218.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | +8.2% | +12.8% | -4.6% | +4.4% |
| 3M | +8.0% | +12.3% | -4.3% | +4.3% |
| 6M | +9.7% | +15.8% | -6.1% | +4.9% |
| YTD | +26.9% | +13.9% | +13.0% | +21.4% |
| 1Y | +20.9% | +19.0% | +1.9% | +14.1% |
| 3Y | +5.3% | +33.7% | -28.3% | -5.9% |
| 5Y | +21.4% | +173.4% | -152.0% | -17.3% |
| All | +104.5% | +322.9% | -218.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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