+107.6%
MDLZ vs AG
+76.0%
+31.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.5% |
| 7D | +2.3% | -10.0% | +12.3% | +2.6% |
| 30D | +7.9% | -10.5% | +18.4% | +8.2% |
| 3M | +7.3% | -27.3% | +34.5% | +8.2% |
| 6M | +11.7% | -43.0% | +54.7% | +13.4% |
| YTD | +28.7% | -17.9% | +46.7% | +28.4% |
| 1Y | +22.8% | +11.9% | +10.8% | +20.8% |
| 3Y | +6.6% | +201.8% | -195.2% | -1.5% |
| 5Y | +23.2% | -0.1% | +23.2% | +18.1% |
| All | +107.6% | +76.0% | +31.6% | +89.1% |
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