+21.4%
MDLZ vs AMC
-99.1%
+120.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | +2.2% | +5.5% | -3.3% | +2.1% |
| 30D | +10.1% | +16.1% | -6.0% | +9.9% |
| 3M | +9.1% | +43.0% | -33.9% | +8.6% |
| 6M | +10.0% | +130.7% | -120.7% | +8.7% |
| YTD | +26.8% | +121.8% | -95.0% | +25.2% |
| 1Y | +22.5% | +40.7% | -18.2% | +21.6% |
| 3Y | +5.3% | -56.8% | +62.1% | +5.3% |
| 5Y | +21.4% | -99.1% | +120.5% | +25.0% |
| All | +21.4% | -99.1% | +120.6% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling