+22.5%
MDLZ vs ACM
-45.8%
+68.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.2% | +6.6% | -4.4% | +2.0% |
| 30D | +10.1% | +19.8% | -9.6% | +9.7% |
| 3M | +9.1% | -3.1% | +12.2% | +8.4% |
| 6M | +10.0% | -11.5% | +21.5% | +8.9% |
| YTD | +26.8% | -24.7% | +51.5% | +24.7% |
| 1Y | +22.5% | -45.1% | +67.6% | +20.0% |
| All | +22.5% | -45.8% | +68.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling