+104.5%
MDLZ vs AME
+442.0%
-337.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -0.4% | +8.1% | -8.5% | -2.9% |
| 30D | +8.2% | -3.8% | +12.0% | +9.1% |
| 3M | +8.0% | -6.6% | +14.6% | +9.8% |
| 6M | +9.7% | +4.6% | +5.2% | +6.7% |
| YTD | +26.9% | +17.9% | +8.9% | +17.5% |
| 1Y | +20.9% | +23.2% | -2.3% | +10.1% |
| 3Y | +5.3% | +62.9% | -57.6% | -16.5% |
| 5Y | +21.4% | +77.5% | -56.1% | -8.7% |
| All | +104.5% | +442.0% | -337.5% | +6.1% |
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