+225.7%
MDLZ vs AMCR
+100.2%
+125.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | -1.9% | +0.1% | -1.4% |
| 30D | -2.1% | -4.1% | +2.0% | -1.3% |
| 3M | +1.3% | +21.7% | -20.4% | -2.8% |
| 6M | +6.2% | +1.5% | +4.7% | +5.4% |
| YTD | +15.8% | +13.1% | +2.7% | +12.1% |
| 1Y | +4.1% | +13.0% | -8.9% | +0.8% |
| 3Y | -4.1% | +6.9% | -11.0% | -6.9% |
| 5Y | +13.4% | -10.5% | +23.8% | +13.4% |
| 10Y | +75.7% | +20.9% | +54.9% | +60.4% |
| All | +225.7% | +100.2% | +125.5% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling