+368.5%
MDLZ vs ACM
+230.8%
+137.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | -2.1% | -11.1% | +9.0% | -0.1% |
| 3M | +1.3% | -8.0% | +9.3% | +2.5% |
| 6M | +6.2% | -29.7% | +35.9% | +13.0% |
| YTD | +15.8% | -29.4% | +45.2% | +22.5% |
| 1Y | +4.1% | -46.4% | +50.5% | +16.1% |
| 3Y | -4.1% | -22.3% | +18.3% | -2.2% |
| 5Y | +13.4% | +4.5% | +8.9% | +7.4% |
| 10Y | +75.7% | +127.6% | -51.9% | +34.7% |
| All | +368.5% | +230.8% | +137.7% | +202.1% |
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