+92.2%
MDLZ vs ACM
+147.1%
-55.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -0.3% |
| 7D | +0.1% | +6.9% | -6.8% | -1.2% |
| 30D | +10.0% | +19.1% | -9.1% | +6.4% |
| 3M | +7.1% | -6.9% | +14.0% | +8.1% |
| 6M | +9.8% | -12.0% | +21.8% | +11.7% |
| YTD | +26.6% | -25.1% | +51.8% | +32.1% |
| 1Y | +20.3% | -45.4% | +65.7% | +33.8% |
| 3Y | +5.4% | -6.9% | +12.3% | +2.5% |
| 5Y | +22.2% | +3.7% | +18.5% | +14.5% |
| 10Y | +92.2% | +135.8% | -43.6% | +45.0% |
| All | +92.2% | +147.1% | -55.0% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling