+20.9%
MDLZ vs AG
+23.1%
-2.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.2% |
| 7D | -1.0% | -4.0% | +3.0% | -1.1% |
| 30D | +7.9% | -13.1% | +21.0% | +7.7% |
| 3M | +8.9% | -22.0% | +31.0% | +8.5% |
| 6M | +10.5% | -37.3% | +47.7% | +11.0% |
| YTD | +27.1% | -11.2% | +38.3% | +28.6% |
| 1Y | +20.9% | +23.9% | -3.0% | +20.4% |
| All | +20.9% | +23.1% | -2.2% | +20.4% |
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 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