+81.8%
MDLZ vs AGI
+388.4%
-306.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.2% |
| 7D | +1.7% | -5.4% | +7.0% | +1.9% |
| 30D | +1.1% | +6.6% | -5.5% | +0.8% |
| 3M | -1.8% | +8.2% | -10.0% | -2.4% |
| 6M | +12.3% | -29.3% | +41.6% | +13.8% |
| YTD | +18.0% | -7.4% | +25.4% | +17.9% |
| 1Y | +3.8% | +7.9% | -4.1% | +2.7% |
| 3Y | -2.4% | +206.2% | -208.6% | -8.8% |
| 5Y | +18.4% | +397.6% | -379.2% | +7.7% |
| All | +81.8% | +388.4% | -306.6% | +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 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