+454.2%
MDLZ vs ADM
+1,030.1%
-575.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.7% | +3.8% | -5.5% | -2.7% |
| 30D | -2.1% | +9.8% | -11.9% | -4.5% |
| 3M | +1.3% | +2.1% | -0.8% | +0.4% |
| 6M | +6.2% | +27.5% | -21.3% | -0.9% |
| YTD | +15.8% | +50.2% | -34.4% | +3.5% |
| 1Y | +4.1% | +40.6% | -36.5% | -5.5% |
| 3Y | -4.1% | +17.2% | -21.3% | -10.9% |
| 5Y | +13.4% | +61.9% | -48.5% | -5.3% |
| 10Y | +75.7% | +159.3% | -83.5% | +26.8% |
| All | +454.2% | +1,030.1% | -575.8% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling