+3.0%
MDLZ vs ACI
-33.6%
+36.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +1.2% |
| 7D | 0.0% | -2.6% | +2.6% | +0.5% |
| 30D | -1.6% | +1.1% | -2.6% | -1.8% |
| 3M | +0.9% | -23.6% | +24.5% | +5.9% |
| 6M | +7.3% | -29.9% | +37.3% | +15.1% |
| YTD | +16.4% | -26.9% | +43.3% | +23.0% |
| 1Y | +3.0% | -34.2% | +37.2% | +13.1% |
| All | +3.0% | -33.6% | +36.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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