+104.5%
MDLZ vs AGI
+391.9%
-287.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | 0.0% |
| 7D | -0.4% | -7.5% | +7.1% | -0.1% |
| 30D | +8.2% | -9.9% | +18.1% | +8.6% |
| 3M | +8.0% | -14.2% | +22.2% | +8.5% |
| 6M | +9.7% | -35.2% | +44.9% | +11.6% |
| YTD | +26.9% | -25.2% | +52.1% | +27.8% |
| 1Y | +20.9% | -14.3% | +35.2% | +20.9% |
| 3Y | +5.3% | +127.7% | -122.4% | -0.5% |
| 5Y | +21.4% | +243.4% | -222.0% | +11.6% |
| All | +104.5% | +391.9% | -287.4% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling