+81.8%
MDLZ vs AMCR
+16.5%
+65.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.7% | -5.0% | +6.6% | +3.1% |
| 30D | +1.1% | -8.0% | +9.1% | +3.4% |
| 3M | -1.8% | +14.3% | -16.1% | -5.7% |
| 6M | +12.3% | +5.3% | +7.0% | +9.9% |
| YTD | +18.0% | +7.7% | +10.3% | +14.4% |
| 1Y | +3.8% | +10.8% | -7.0% | -0.3% |
| 3Y | -2.4% | +9.6% | -12.0% | -7.4% |
| 5Y | +18.4% | -10.2% | +28.6% | +18.3% |
| All | +81.8% | +16.5% | +65.3% | +55.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling