+81.8%
MDLZ vs AGI
+388.9%
-307.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.2% |
| 7D | +1.7% | -5.3% | +6.9% | +1.9% |
| 30D | +1.1% | +6.8% | -5.6% | +0.8% |
| 3M | -1.8% | +8.3% | -10.2% | -2.4% |
| 6M | +12.3% | -29.2% | +41.5% | +13.8% |
| YTD | +18.0% | -7.3% | +25.3% | +17.9% |
| 1Y | +3.8% | +8.0% | -4.2% | +2.7% |
| 3Y | -2.4% | +206.6% | -209.0% | -8.8% |
| 5Y | +18.4% | +398.1% | -379.7% | +7.7% |
| All | +81.8% | +388.9% | -307.1% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling