+516.3%
MDLZ vs AIG
-91.2%
+607.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.3% | +6.6% | -4.3% | +1.6% |
| 30D | +7.9% | +7.0% | +0.9% | +7.2% |
| 3M | +7.3% | +9.7% | -2.5% | +6.2% |
| 6M | +11.7% | +10.8% | +0.9% | +10.4% |
| YTD | +28.7% | -1.3% | +30.0% | +28.7% |
| 1Y | +22.8% | +8.4% | +14.4% | +21.5% |
| 3Y | +6.6% | +39.0% | -32.4% | +2.4% |
| 5Y | +23.2% | +59.6% | -36.4% | +15.9% |
| 10Y | +108.7% | +68.4% | +40.3% | +89.3% |
| All | +516.3% | -91.2% | +607.5% | +505.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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