+22.2%
MDLZ vs AEM
+319.1%
-296.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | +0.4% |
| 7D | +0.1% | +17.8% | -17.7% | -0.9% |
| 30D | +10.0% | +6.2% | +3.7% | +9.5% |
| 3M | +7.1% | +12.5% | -5.5% | +6.0% |
| 6M | +9.8% | +4.4% | +5.4% | +9.4% |
| YTD | +26.6% | +19.2% | +7.4% | +24.5% |
| 1Y | +20.3% | +25.5% | -5.2% | +17.6% |
| 3Y | +5.4% | +346.4% | -341.0% | -9.4% |
| 5Y | +22.2% | +305.7% | -283.5% | +5.6% |
| All | +22.2% | +319.1% | -296.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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