+90.0%
MDLZ vs AMBA
-0.9%
+90.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -1.4% |
| 7D | +1.7% | -7.2% | +8.9% | +1.9% |
| 30D | +11.2% | -10.4% | +21.6% | +11.5% |
| 3M | +6.1% | -30.1% | +36.3% | +7.4% |
| 6M | +8.6% | -22.4% | +31.0% | +8.6% |
| YTD | +25.8% | -17.3% | +43.2% | +25.0% |
| 1Y | +21.7% | -35.4% | +57.1% | +22.3% |
| 3Y | +5.8% | +18.6% | -12.8% | -0.4% |
| 5Y | +21.4% | -69.8% | +91.2% | +22.7% |
| All | +90.0% | -0.9% | +90.9% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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