+106.1%
MDLZ vs ADM
+118.6%
-12.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.9% | -11.8% | +19.8% | +11.9% |
| 3M | +8.9% | -11.3% | +20.2% | +12.5% |
| 6M | +10.5% | -10.0% | +20.5% | +13.2% |
| YTD | +27.1% | +25.9% | +1.2% | +17.0% |
| 1Y | +20.9% | +26.7% | -5.7% | +11.0% |
| 3Y | +5.5% | +8.1% | -2.6% | -1.1% |
| 5Y | +22.2% | +23.5% | -1.3% | +3.6% |
| 10Y | +106.1% | +128.2% | -22.1% | +25.4% |
| All | +106.1% | +118.6% | -12.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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