+104.5%
MDLZ vs AMC
-98.8%
+203.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.2% |
| 7D | -0.4% | +8.4% | -8.8% | -0.4% |
| 30D | +8.2% | +9.2% | -0.9% | +8.2% |
| 3M | +8.0% | +32.0% | -24.0% | +7.8% |
| 6M | +9.7% | +149.3% | -139.5% | +9.2% |
| YTD | +26.9% | +114.1% | -87.2% | +26.3% |
| 1Y | +20.9% | +35.8% | -14.9% | +20.6% |
| 3Y | +5.3% | -58.3% | +63.6% | +5.2% |
| 5Y | +21.4% | -99.2% | +120.6% | +22.3% |
| All | +104.5% | -98.8% | +203.3% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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