+78.1%
MDLZ vs AG
+60.0%
+18.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | -2.1% | +19.2% | -21.3% | -2.7% |
| 3M | +1.3% | +6.2% | -4.8% | +0.9% |
| 6M | +6.2% | -26.7% | +32.9% | +7.0% |
| YTD | +15.8% | +26.1% | -10.3% | +14.0% |
| 1Y | +4.1% | +131.7% | -127.5% | -0.3% |
| 3Y | -4.1% | +255.3% | -259.4% | -11.3% |
| 5Y | +13.4% | +61.9% | -48.6% | +7.2% |
| All | +78.1% | +60.0% | +18.1% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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