+24.4%
MDLZ vs AMRZ
-11.5%
+35.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +2.9% |
| 7D | +8.9% | +10.3% | -1.4% | +7.9% |
| 30D | +15.2% | +18.7% | -3.5% | +13.5% |
| 3M | +9.5% | -14.6% | +24.1% | +10.5% |
| 6M | +11.7% | -12.9% | +24.6% | +12.2% |
| YTD | +28.4% | -17.4% | +45.8% | +30.2% |
| 1Y | +24.4% | -12.3% | +36.7% | +24.9% |
| All | +24.4% | -11.5% | +35.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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