+78.1%
MDLZ vs ADP
+285.0%
-206.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | -1.7% | -3.4% | +1.7% | -0.4% |
| 30D | -2.1% | +2.8% | -4.9% | -3.2% |
| 3M | +1.3% | +20.9% | -19.6% | -6.1% |
| 6M | +6.2% | +29.9% | -23.7% | -4.8% |
| YTD | +15.8% | +9.6% | +6.1% | +10.8% |
| 1Y | +4.1% | -5.3% | +9.4% | +5.7% |
| 3Y | -4.1% | +16.5% | -20.6% | -11.8% |
| 5Y | +13.4% | +49.4% | -36.0% | -8.5% |
| All | +78.1% | +285.0% | -206.9% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling