+409.2%
MDLZ vs ACM
+233.3%
+175.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.7% | +5.4% | -3.7% | +0.6% |
| 30D | +11.2% | +15.1% | -3.9% | +8.2% |
| 3M | +6.1% | -10.5% | +16.6% | +8.1% |
| 6M | +8.6% | -19.7% | +28.3% | +12.5% |
| YTD | +25.8% | -28.8% | +54.7% | +32.8% |
| 1Y | +21.7% | -47.9% | +69.5% | +36.5% |
| 3Y | +5.8% | -12.4% | +18.2% | +5.1% |
| 5Y | +21.4% | +0.6% | +20.9% | +16.0% |
| 10Y | +97.2% | +161.3% | -64.0% | +46.8% |
| All | +409.2% | +233.3% | +175.9% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling