+24.4%
MDLZ vs ADP
+20.3%
+4.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | +2.8% |
| 7D | +8.9% | +6.4% | +2.5% | +7.3% |
| 30D | +15.2% | +16.6% | -1.4% | +11.5% |
| 3M | +9.5% | +12.9% | -3.4% | +6.5% |
| 6M | +11.7% | +45.7% | -34.0% | +5.8% |
| YTD | +28.4% | +20.6% | +7.8% | +22.7% |
| 1Y | +24.4% | +20.5% | +3.9% | +18.4% |
| All | +24.4% | +20.3% | +4.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling