+4.1%
MDLZ vs ADP
-4.5%
+8.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -1.7% | -3.4% | +1.7% | -0.9% |
| 30D | -2.1% | +2.8% | -4.9% | -2.8% |
| 3M | +1.3% | +20.9% | -19.6% | -2.5% |
| 6M | +6.2% | +29.9% | -23.7% | +1.4% |
| YTD | +15.8% | +9.6% | +6.1% | +15.5% |
| 1Y | +4.1% | -5.3% | +9.4% | +9.3% |
| All | +4.1% | -4.5% | +8.7% | +9.3% |
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