+107.6%
MDLZ vs AMC
-98.8%
+206.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.5% |
| 7D | +2.3% | +3.5% | -1.2% | +2.3% |
| 30D | +7.9% | +12.5% | -4.5% | +7.9% |
| 3M | +7.3% | +23.6% | -16.3% | +7.1% |
| 6M | +11.7% | +144.4% | -132.7% | +11.1% |
| YTD | +28.7% | +108.3% | -79.6% | +28.2% |
| 1Y | +22.8% | +38.9% | -16.1% | +22.4% |
| 3Y | +6.6% | -58.9% | +65.5% | +6.5% |
| 5Y | +23.2% | -99.2% | +122.4% | +24.1% |
| All | +107.6% | -98.8% | +206.4% | +106.4% |
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