+102.0%
MDLZ vs ACM
+133.7%
-31.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.2% | +6.6% | -4.4% | +0.9% |
| 30D | +10.1% | +19.8% | -9.6% | +6.5% |
| 3M | +9.1% | -3.1% | +12.2% | +9.3% |
| 6M | +10.0% | -11.5% | +21.5% | +11.7% |
| YTD | +26.8% | -24.7% | +51.5% | +32.2% |
| 1Y | +22.5% | -45.1% | +67.6% | +36.1% |
| 3Y | +5.3% | -8.9% | +14.2% | +3.0% |
| 5Y | +21.4% | +5.4% | +16.1% | +13.4% |
| 10Y | +102.0% | +131.1% | -29.0% | +51.9% |
| All | +102.0% | +133.7% | -31.6% | +51.9% |
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