+24.4%
MDLZ vs AMCR
+32.3%
-7.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.8% |
| 7D | +8.9% | +6.2% | +2.7% | +7.6% |
| 30D | +15.2% | +16.0% | -0.8% | +11.9% |
| 3M | +9.5% | +4.4% | +5.1% | +8.4% |
| 6M | +11.7% | +35.5% | -23.8% | +5.9% |
| YTD | +28.4% | +21.5% | +6.9% | +22.2% |
| 1Y | +24.4% | +30.7% | -6.3% | +14.5% |
| All | +24.4% | +32.3% | -7.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling