+20.9%
MDLZ vs AME
+22.0%
-1.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.3% |
| 7D | -1.0% | +1.1% | -2.1% | -0.9% |
| 30D | +7.9% | -4.1% | +12.0% | +7.5% |
| 3M | +8.9% | -6.3% | +15.3% | +8.4% |
| 6M | +10.5% | +3.5% | +6.9% | +9.8% |
| YTD | +27.1% | +17.3% | +9.9% | +24.0% |
| 1Y | +20.9% | +22.0% | -1.1% | +15.6% |
| All | +20.9% | +22.0% | -1.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling