+497.1%
MDLZ vs AGI
+4,416.0%
-3,918.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +7.9% | -7.6% | +15.6% | +8.1% |
| 3M | +8.9% | -10.2% | +19.1% | +9.1% |
| 6M | +10.5% | -31.5% | +42.0% | +11.4% |
| YTD | +27.1% | -22.0% | +49.1% | +27.5% |
| 1Y | +20.9% | -7.9% | +28.8% | +20.7% |
| 3Y | +5.5% | +137.6% | -132.0% | +2.3% |
| 5Y | +22.2% | +256.7% | -234.5% | +16.8% |
| 10Y | +106.1% | +405.2% | -299.1% | +93.5% |
| All | +497.1% | +4,416.0% | -3,918.9% | +424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling