+443.8%
MDLZ vs AGI
+5,459.2%
-5,015.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -2.1% | +18.2% | -20.3% | -2.6% |
| 3M | +1.3% | -4.1% | +5.4% | +1.3% |
| 6M | +6.2% | -28.7% | +34.9% | +7.0% |
| YTD | +15.8% | -4.0% | +19.8% | +15.6% |
| 1Y | +4.1% | +17.4% | -13.3% | +3.3% |
| 3Y | -4.1% | +203.0% | -207.1% | -7.6% |
| 5Y | +13.4% | +376.7% | -363.3% | +7.6% |
| 10Y | +75.7% | +407.5% | -331.7% | +64.7% |
| All | +443.8% | +5,459.2% | -5,015.4% | +375.3% |
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