+16.5%
MDLZ vs AME
+82.5%
-66.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.7% | +0.6% | -2.4% | -1.9% |
| 30D | -2.1% | -6.7% | +4.6% | -0.8% |
| 3M | +1.3% | +4.1% | -2.8% | +0.1% |
| 6M | +6.2% | +1.6% | +4.6% | +5.3% |
| YTD | +15.8% | +16.1% | -0.4% | +11.1% |
| 1Y | +4.1% | +27.3% | -23.2% | -2.5% |
| 3Y | -4.1% | +50.9% | -55.0% | -16.5% |
| All | +16.5% | +82.5% | -66.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling