+43.5%
MDLZ vs ACI
+25.9%
+17.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -2.1% | +5.9% | -8.0% | -2.9% |
| 3M | +1.3% | -19.8% | +21.1% | +3.9% |
| 6M | +6.2% | -24.7% | +30.9% | +9.7% |
| YTD | +15.8% | -24.4% | +40.2% | +19.5% |
| 1Y | +4.1% | -31.5% | +35.6% | +8.6% |
| 3Y | -4.1% | -38.7% | +34.6% | +1.1% |
| 5Y | +13.4% | -42.8% | +56.2% | +18.8% |
| All | +43.5% | +25.9% | +17.6% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling