+21.7%
MDLZ vs AG
+40.6%
-19.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.2% |
| 7D | +1.7% | +6.3% | -4.6% | +1.8% |
| 30D | +11.2% | -8.9% | +20.1% | +11.0% |
| 3M | +6.1% | -12.2% | +18.3% | +6.0% |
| 6M | +8.6% | -28.3% | +36.9% | +8.9% |
| YTD | +25.8% | -8.8% | +34.7% | +27.3% |
| 1Y | +21.7% | +39.4% | -17.7% | +20.2% |
| All | +21.7% | +40.6% | -19.0% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling