+22.3%
MDLZ vs AG
+32.5%
-10.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | +0.7% |
| 7D | +0.1% | +10.8% | -10.7% | +0.3% |
| 30D | +10.0% | -8.2% | +18.1% | +9.8% |
| 3M | +7.1% | -13.7% | +20.7% | +6.9% |
| 6M | +9.8% | -27.3% | +37.1% | +10.3% |
| YTD | +26.6% | -4.6% | +31.2% | +28.3% |
| All | +22.3% | +32.5% | -10.2% | +22.2% |
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