-3.9%
MDLZ vs AG
+260.2%
-264.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | -1.7% | +1.0% | -2.7% | -1.7% |
| 30D | -2.1% | +19.2% | -21.3% | -2.1% |
| 3M | +1.3% | +6.2% | -4.8% | +1.5% |
| 6M | +6.2% | -26.7% | +32.9% | +6.7% |
| YTD | +15.8% | +26.1% | -10.3% | +15.9% |
| 1Y | +4.1% | +131.7% | -127.5% | +3.5% |
| All | -3.9% | +260.2% | -264.1% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling