+5.8%
MDLZ vs AMBA
+16.7%
-10.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -0.9% |
| 7D | +1.7% | -7.2% | +8.9% | +1.3% |
| 30D | +11.2% | -10.4% | +21.6% | +10.7% |
| 3M | +6.1% | -30.1% | +36.3% | +4.7% |
| 6M | +8.6% | -22.4% | +31.0% | +8.4% |
| YTD | +25.8% | -17.3% | +43.2% | +26.0% |
| 1Y | +21.7% | -35.4% | +57.1% | +21.4% |
| 3Y | +5.8% | +18.6% | -12.8% | +4.4% |
| All | +5.8% | +16.7% | -10.9% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling