+23.0%
MDLZ vs ADP
+49.5%
-26.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +2.3% | +2.2% | +0.1% | +1.6% |
| 30D | +7.9% | +10.6% | -2.6% | +4.7% |
| 3M | +7.3% | +12.9% | -5.7% | +3.2% |
| 6M | +11.7% | +50.6% | -39.0% | -1.3% |
| YTD | +28.7% | +23.2% | +5.6% | +20.7% |
| 1Y | +22.8% | +25.3% | -2.5% | +14.4% |
| 3Y | +6.6% | +47.1% | -40.5% | -6.3% |
| All | +23.0% | +49.5% | -26.5% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling