+20.9%
MDLZ vs ALM
+7.9%
+13.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.5% |
| 7D | -0.4% | -4.0% | +3.6% | -0.5% |
| 30D | +8.2% | -30.5% | +38.7% | +6.8% |
| 3M | +8.0% | -46.9% | +54.9% | +5.8% |
| 6M | +9.7% | -65.5% | +75.2% | +7.8% |
| YTD | +26.9% | -13.4% | +40.3% | +22.4% |
| 1Y | +20.9% | +9.8% | +11.1% | +15.3% |
| All | +20.9% | +7.9% | +13.0% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling