+22.3%
MDLZ vs ACM
-46.1%
+68.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.5% |
| 7D | +0.1% | +6.9% | -6.8% | -0.1% |
| 30D | +10.0% | +19.1% | -9.1% | +9.6% |
| 3M | +7.1% | -6.9% | +14.0% | +6.3% |
| 6M | +9.8% | -12.0% | +21.8% | +8.7% |
| YTD | +26.6% | -25.1% | +51.8% | +24.5% |
| All | +22.3% | -46.1% | +68.4% | +19.9% |
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 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