+107.6%
MDLZ vs AGI
+389.5%
-281.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +2.3% | -10.1% | +12.4% | +2.8% |
| 30D | +7.9% | -6.5% | +14.5% | +8.2% |
| 3M | +7.3% | -12.8% | +20.1% | +7.7% |
| 6M | +11.7% | -34.3% | +46.0% | +13.5% |
| YTD | +28.7% | -25.6% | +54.4% | +29.7% |
| 1Y | +22.8% | -14.2% | +37.0% | +22.7% |
| 3Y | +6.6% | +127.3% | -120.7% | +0.7% |
| 5Y | +23.2% | +241.8% | -218.6% | +13.3% |
| All | +107.6% | +389.5% | -281.9% | +86.6% |
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