+491.0%
MDLZ vs AGI
+4,691.5%
-4,200.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | +1.7% | +16.0% | -14.3% | +1.3% |
| 30D | +11.2% | +1.0% | +10.2% | +11.1% |
| 3M | +6.1% | +2.5% | +3.7% | +6.0% |
| 6M | +8.6% | -24.0% | +32.6% | +9.1% |
| YTD | +25.8% | -17.2% | +43.1% | +26.0% |
| 1Y | +21.7% | +4.9% | +16.8% | +21.0% |
| 3Y | +5.8% | +142.6% | -136.8% | +2.5% |
| 5Y | +21.4% | +315.2% | -293.8% | +15.6% |
| 10Y | +97.2% | +338.5% | -241.3% | +85.5% |
| All | +491.0% | +4,691.5% | -4,200.5% | +418.3% |
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