+57.0%
MDLZ vs ACI
+31.1%
+25.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +0.1% | -5.9% | +6.0% | +1.0% |
| 30D | +10.0% | +7.2% | +2.8% | +8.9% |
| 3M | +7.1% | +8.8% | -1.8% | +5.7% |
| 6M | +9.8% | -17.2% | +27.0% | +11.9% |
| YTD | +26.6% | -21.3% | +47.9% | +29.8% |
| 1Y | +20.3% | -23.7% | +44.1% | +23.8% |
| 3Y | +5.4% | -32.8% | +38.2% | +9.8% |
| 5Y | +22.2% | -41.4% | +63.6% | +27.5% |
| All | +57.0% | +31.1% | +25.9% | +54.4% |
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