-9.8%
MDLZ vs AHR
+357.7%
-367.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | 0.0% | -4.3% | +4.3% | +0.5% |
| 30D | +1.4% | -3.1% | +4.5% | +1.8% |
| 3M | 0.0% | +15.7% | -15.6% | -1.5% |
| 6M | +9.1% | +4.1% | +5.1% | +8.4% |
| YTD | +17.9% | +15.4% | +2.5% | +16.1% |
| 1Y | +3.2% | +28.0% | -24.7% | +0.5% |
| All | -9.8% | +357.7% | -367.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 3y: compounded portfolio wealth divided by compounded AHR 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…
3y analysis · Full analysis span regression · 6 months rolling