+467.1%
MDLZ vs AGG
+97.9%
+369.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.6% | -0.4% | -1.2% | -1.5% |
| 3M | +0.9% | -0.3% | +1.2% | +0.9% |
| 6M | +7.3% | -1.2% | +8.6% | +7.5% |
| YTD | +16.4% | -0.4% | +16.8% | +16.5% |
| 1Y | +3.0% | +0.4% | +2.6% | +2.9% |
| 3Y | -3.7% | +13.4% | -17.1% | -4.2% |
| 5Y | +15.6% | -1.4% | +17.0% | +12.6% |
| 10Y | +79.0% | +14.8% | +64.1% | +81.3% |
| All | +467.1% | +97.9% | +369.3% | +547.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 all: compounded portfolio wealth divided by compounded AGG 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…
all analysis · Full analysis span regression · 6 months rolling