+15.6%
MDLZ vs AEM
+297.7%
-282.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | 0.0% | +4.3% | -4.3% | -0.3% |
| 30D | -1.6% | +13.1% | -14.7% | -2.4% |
| 3M | +0.9% | +24.8% | -23.9% | -0.8% |
| 6M | +7.3% | -8.2% | +15.6% | +8.1% |
| YTD | +16.4% | +19.8% | -3.4% | +14.5% |
| 1Y | +3.0% | +32.1% | -29.1% | +0.1% |
| 3Y | -3.7% | +348.2% | -351.9% | -17.3% |
| 5Y | +15.6% | +297.5% | -281.8% | -0.7% |
| All | +15.6% | +297.7% | -282.1% | -0.7% |
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