+104.5%
MDLZ vs AFL
+336.0%
-231.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | +8.2% | +8.6% | -0.4% | +5.4% |
| 3M | +8.0% | +5.3% | +2.7% | +6.1% |
| 6M | +9.7% | +10.0% | -0.3% | +6.4% |
| YTD | +26.9% | +16.5% | +10.4% | +20.4% |
| 1Y | +20.9% | +12.7% | +8.2% | +16.0% |
| 3Y | +5.3% | +65.5% | -60.2% | -12.0% |
| 5Y | +21.4% | +148.5% | -127.1% | -12.5% |
| All | +104.5% | +336.0% | -231.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling