+502.4%
MDLZ vs ADP
+1,135.9%
-633.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +1.7% | +3.2% | -1.6% | +0.5% |
| 30D | +11.2% | +14.9% | -3.7% | +5.6% |
| 3M | +6.1% | +11.6% | -5.5% | +1.7% |
| 6M | +8.6% | +48.5% | -39.9% | -6.8% |
| YTD | +25.8% | +20.6% | +5.3% | +16.1% |
| 1Y | +21.7% | +23.7% | -2.0% | +11.1% |
| 3Y | +5.8% | +47.8% | -42.0% | -10.5% |
| 5Y | +21.4% | +47.7% | -26.3% | +0.8% |
| 10Y | +97.2% | +324.0% | -226.7% | +6.8% |
| All | +502.4% | +1,135.9% | -633.5% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling