+378.3%
MDLZ vs ACWI
+356.8%
+21.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | -2.1% | +0.9% | -3.0% | -2.6% |
| 3M | +1.3% | +2.4% | -1.1% | -0.5% |
| 6M | +6.2% | +12.4% | -6.2% | -1.3% |
| YTD | +15.8% | +15.2% | +0.6% | +5.9% |
| 1Y | +4.1% | +22.7% | -18.6% | -8.4% |
| 3Y | -4.1% | +75.8% | -79.9% | -32.8% |
| 5Y | +13.4% | +67.7% | -54.4% | -19.2% |
| 10Y | +75.7% | +229.0% | -153.3% | -16.7% |
| All | +378.3% | +356.8% | +21.5% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling