+92.2%
MDLZ vs AME
+465.0%
-372.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.5% | -0.7% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +10.0% | -4.2% | +14.1% | +11.0% |
| 3M | +7.1% | -5.9% | +13.0% | +8.5% |
| 6M | +9.8% | +2.8% | +7.0% | +7.4% |
| YTD | +26.6% | +16.6% | +10.1% | +17.8% |
| 1Y | +20.3% | +22.1% | -1.8% | +10.0% |
| 3Y | +5.4% | +64.7% | -59.3% | -16.9% |
| 5Y | +22.2% | +76.6% | -54.4% | -7.9% |
| 10Y | +92.2% | +443.9% | -351.7% | +3.2% |
| All | +92.2% | +465.0% | -372.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling