+502.4%
MDLZ vs ADM
+834.6%
-332.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +1.7% | -9.0% | +10.7% | +4.1% |
| 30D | +11.2% | -14.0% | +25.2% | +15.4% |
| 3M | +6.1% | -9.2% | +15.3% | +8.4% |
| 6M | +8.6% | -9.2% | +17.7% | +10.6% |
| YTD | +25.8% | +24.2% | +1.6% | +17.9% |
| 1Y | +21.7% | +27.0% | -5.3% | +13.3% |
| 3Y | +5.8% | +6.6% | -0.8% | +0.4% |
| 5Y | +21.4% | +25.0% | -3.6% | +8.4% |
| 10Y | +97.2% | +100.2% | -3.0% | +51.6% |
| All | +502.4% | +834.6% | -332.2% | +196.1% |
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