+92.2%
MDLZ vs AG
+77.4%
+14.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | +0.5% |
| 7D | +0.1% | +10.8% | -10.7% | -0.3% |
| 30D | +10.0% | -8.2% | +18.1% | +10.2% |
| 3M | +7.1% | -13.7% | +20.7% | +7.4% |
| 6M | +9.8% | -27.3% | +37.1% | +10.6% |
| YTD | +26.6% | -4.6% | +31.2% | +25.7% |
| 1Y | +20.3% | +39.4% | -19.0% | +17.4% |
| 3Y | +5.4% | +244.1% | -238.7% | -3.2% |
| 5Y | +22.2% | +16.8% | +5.4% | +16.5% |
| 10Y | +92.2% | +71.7% | +20.5% | +75.9% |
| All | +92.2% | +77.4% | +14.8% | +75.9% |
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