+257.7%
MDLZ vs AMCR
+103.0%
+154.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -1.0% | -8.5% | +7.5% | +0.8% |
| 30D | +7.9% | +6.8% | +1.2% | +6.5% |
| 3M | +8.9% | -5.0% | +13.9% | +10.0% |
| 6M | +10.5% | +13.9% | -3.4% | +7.3% |
| YTD | +27.1% | +11.2% | +15.9% | +23.5% |
| 1Y | +20.9% | +11.3% | +9.6% | +17.4% |
| 3Y | +5.5% | +15.4% | -9.8% | +0.9% |
| 5Y | +22.2% | -7.7% | +30.0% | +21.6% |
| 10Y | +106.1% | +20.2% | +85.9% | +87.3% |
| All | +257.7% | +103.0% | +154.7% | +235.2% |
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 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