+464.6%
MDLZ vs AJG
+1,701.3%
-1,236.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +2.1% |
| 7D | 0.0% | -7.4% | +7.3% | +2.2% |
| 30D | +1.4% | -3.0% | +4.4% | +2.3% |
| 3M | 0.0% | +12.8% | -12.8% | -3.7% |
| 6M | +9.1% | +12.8% | -3.7% | +4.6% |
| YTD | +17.9% | -4.7% | +22.7% | +18.5% |
| 1Y | +3.2% | -17.2% | +20.4% | +8.0% |
| 3Y | -2.5% | +10.2% | -12.7% | -7.6% |
| 5Y | +17.6% | +76.9% | -59.3% | -4.8% |
| 10Y | +87.9% | +480.5% | -392.6% | +8.3% |
| All | +464.6% | +1,701.3% | -1,236.8% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling