+5.3%
MDLZ vs ADP
+44.7%
-39.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | +7.9% | +11.9% | -3.9% | +4.5% |
| 3M | +8.9% | +13.7% | -4.8% | +4.9% |
| 6M | +10.5% | +46.8% | -36.3% | -0.3% |
| YTD | +27.1% | +21.8% | +5.4% | +21.3% |
| 1Y | +20.9% | +23.5% | -2.6% | +14.6% |
| All | +5.3% | +44.7% | -39.5% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling