+90.0%
MDLZ vs AMC
-98.7%
+188.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | +1.7% | +2.6% | -1.0% | +1.6% |
| 30D | +11.2% | +9.0% | +2.2% | +11.1% |
| 3M | +6.1% | +22.2% | -16.0% | +6.0% |
| 6M | +8.6% | +91.5% | -82.9% | +8.2% |
| YTD | +25.8% | +101.3% | -75.4% | +25.3% |
| 1Y | +21.7% | +20.8% | +0.9% | +21.4% |
| 3Y | +5.8% | -71.3% | +77.1% | +5.9% |
| 5Y | +21.4% | -99.2% | +120.7% | +22.3% |
| All | +90.0% | -98.7% | +188.8% | +83.3% |
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