+22.2%
MDLZ vs ACI
-43.3%
+65.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.5% |
| 7D | +1.7% | -2.2% | +3.9% | +2.1% |
| 30D | +11.2% | +10.3% | +0.9% | +9.1% |
| 3M | +6.1% | +7.2% | -1.0% | +4.6% |
| 6M | +8.6% | -18.0% | +26.6% | +11.7% |
| YTD | +25.8% | -22.0% | +47.8% | +30.5% |
| 1Y | +21.7% | -23.4% | +45.0% | +26.5% |
| 3Y | +5.8% | -35.8% | +41.6% | +13.1% |
| All | +22.2% | -43.3% | +65.5% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling