+17.3%
MDLZ vs AJG
+74.4%
-57.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +1.9% | -8.3% | +10.2% | +4.3% |
| 30D | +0.4% | -5.7% | +6.1% | +1.9% |
| 3M | -0.6% | +9.1% | -9.7% | -3.0% |
| 6M | +14.7% | +15.2% | -0.5% | +10.0% |
| YTD | +18.0% | -6.3% | +24.3% | +19.8% |
| 1Y | +4.1% | -19.1% | +23.2% | +10.7% |
| 3Y | -4.6% | +8.2% | -12.8% | -9.8% |
| All | +17.3% | +74.4% | -57.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 5y: compounded portfolio wealth divided by compounded AJG 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…
5y analysis · Full analysis span regression · 6 months rolling