+104.5%
MDLZ vs AMBA
+0.6%
+103.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -0.4% | +10.7% | -11.1% | -0.8% |
| 30D | +8.2% | -5.0% | +13.3% | +8.3% |
| 3M | +8.0% | -26.9% | +34.9% | +9.1% |
| 6M | +9.7% | -21.9% | +31.7% | +9.8% |
| YTD | +26.9% | -13.8% | +40.7% | +25.8% |
| 1Y | +20.9% | -36.1% | +57.0% | +21.8% |
| 3Y | +5.3% | +21.6% | -16.3% | -1.0% |
| 5Y | +21.4% | -68.8% | +90.1% | +22.8% |
| All | +104.5% | +0.6% | +103.9% | +66.0% |
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