+106.1%
MDLZ vs ACWI
+227.3%
-121.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.4% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | +7.9% | -2.0% | +9.9% | +9.0% |
| 3M | +8.9% | -2.2% | +11.1% | +9.9% |
| 6M | +10.5% | +1.9% | +8.6% | +8.4% |
| YTD | +27.1% | +12.0% | +15.2% | +17.4% |
| 1Y | +20.9% | +12.5% | +8.4% | +11.3% |
| 3Y | +5.5% | +75.4% | -69.9% | -28.8% |
| 5Y | +22.2% | +61.5% | -39.3% | -13.4% |
| 10Y | +106.1% | +227.1% | -121.0% | -25.9% |
| All | +106.1% | +227.3% | -121.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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