+22.2%
MDLZ vs AME
+66.2%
-44.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.6% |
| 7D | +1.7% | -5.2% | +6.8% | +2.4% |
| 30D | +11.2% | -8.0% | +19.2% | +12.4% |
| 3M | +6.1% | -8.9% | +15.0% | +7.4% |
| 6M | +8.6% | -5.0% | +13.5% | +8.7% |
| YTD | +25.8% | +11.9% | +14.0% | +21.0% |
| 1Y | +21.7% | +16.6% | +5.0% | +15.8% |
| 3Y | +5.8% | +62.5% | -56.7% | -11.9% |
| All | +22.2% | +66.2% | -44.1% | -4.2% |
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