+102.0%
MDLZ vs ALM
+2,040.7%
-1,938.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | +0.2% |
| 7D | +2.2% | -6.3% | +8.5% | +2.2% |
| 30D | +10.1% | -31.4% | +41.6% | +10.4% |
| 3M | +9.1% | -40.6% | +49.7% | +9.4% |
| 6M | +10.0% | -58.6% | +68.6% | +10.6% |
| YTD | +26.8% | -7.6% | +34.4% | +25.8% |
| 1Y | +22.5% | +13.8% | +8.7% | +21.1% |
| 3Y | +5.3% | +842.1% | -836.8% | -0.4% |
| 5Y | +21.4% | +407.4% | -386.0% | +15.2% |
| 10Y | +102.0% | +2,079.4% | -1,977.3% | +89.3% |
| All | +102.0% | +2,040.7% | -1,938.7% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling