+1.3%
MDLZ vs AMRZ
-17.5%
+18.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.6% |
| 30D | +11.2% | +15.1% | -3.9% | +10.3% |
| 3M | +6.1% | -18.1% | +24.2% | +7.1% |
| 6M | +8.6% | -23.5% | +32.0% | +9.9% |
| YTD | +25.8% | -21.6% | +47.5% | +27.6% |
| 1Y | +21.7% | -14.7% | +36.4% | +23.2% |
| All | +1.3% | -17.5% | +18.8% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling