+7.1%
MDLZ vs AMC
-72.0%
+79.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.5% | +11.7% | -0.7% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +12.1% | +4.4% | +7.7% | +12.0% |
| 3M | +7.7% | +15.4% | -7.7% | +7.5% |
| 6M | +10.8% | +93.7% | -82.9% | +10.0% |
| YTD | +27.4% | +97.4% | -70.1% | +26.2% |
| 1Y | +23.5% | +23.2% | +0.3% | +23.1% |
| All | +7.1% | -72.0% | +79.1% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling