+102.0%
MDLZ vs ADP
+315.9%
-213.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +2.2% | +3.2% | -1.0% | +0.9% |
| 30D | +10.1% | +12.8% | -2.6% | +5.1% |
| 3M | +9.1% | +12.3% | -3.2% | +4.1% |
| 6M | +10.0% | +45.4% | -35.4% | -5.4% |
| YTD | +26.8% | +21.4% | +5.4% | +16.5% |
| 1Y | +22.5% | +23.7% | -1.2% | +11.5% |
| 3Y | +5.3% | +43.6% | -38.4% | -10.9% |
| 5Y | +21.4% | +48.7% | -27.3% | -1.0% |
| 10Y | +102.0% | +316.1% | -214.0% | -1.1% |
| All | +102.0% | +315.9% | -213.8% | -1.1% |
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