+454.2%
MDLZ vs ACGL
+5,703.1%
-5,248.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.2% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -2.1% | -1.0% | -1.1% | -1.9% |
| 3M | +1.3% | +11.0% | -9.7% | -1.6% |
| 6M | +6.2% | -0.3% | +6.5% | +6.0% |
| YTD | +15.8% | +2.3% | +13.5% | +14.6% |
| 1Y | +4.1% | +6.4% | -2.3% | +1.8% |
| 3Y | -4.1% | +34.0% | -38.1% | -13.5% |
| 5Y | +13.4% | +161.6% | -148.3% | -16.9% |
| 10Y | +75.7% | +278.6% | -202.8% | +12.4% |
| All | +454.2% | +5,703.1% | -5,248.8% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling