+5.9%
MDLZ vs ADVB
-97.6%
+103.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.5% | +8.7% | -0.9% |
| 7D | +6.9% | -28.0% | +34.9% | +6.6% |
| 30D | +12.1% | -70.2% | +82.3% | +11.3% |
| 3M | +7.7% | -76.1% | +83.8% | +6.9% |
| 6M | +10.8% | -72.3% | +83.1% | +10.6% |
| YTD | +27.4% | -67.5% | +94.8% | +27.5% |
| 1Y | +23.5% | -78.6% | +102.1% | +23.9% |
| All | +5.9% | -97.6% | +103.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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