+90.0%
MDLZ vs AG
+89.9%
+0.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.3% |
| 7D | +1.7% | +6.3% | -4.6% | +1.5% |
| 30D | +11.2% | -8.9% | +20.1% | +11.4% |
| 3M | +6.1% | -12.2% | +18.3% | +6.4% |
| 6M | +8.6% | -28.3% | +36.9% | +9.3% |
| YTD | +25.8% | -8.8% | +34.7% | +25.1% |
| 1Y | +21.7% | +39.4% | -17.7% | +18.8% |
| 3Y | +5.8% | +229.4% | -223.6% | -2.2% |
| 5Y | +21.4% | +14.5% | +6.9% | +16.0% |
| All | +90.0% | +89.9% | +0.1% | +72.4% |
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