+90.0%
MDLZ vs AMT
+113.8%
-23.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.2% |
| 7D | +1.7% | +0.5% | +1.1% | +1.5% |
| 30D | +11.2% | +13.6% | -2.4% | +5.7% |
| 3M | +6.1% | +11.5% | -5.3% | +1.5% |
| 6M | +8.6% | +6.9% | +1.6% | +5.1% |
| YTD | +25.8% | +10.8% | +15.0% | +19.8% |
| 1Y | +21.7% | +10.3% | +11.4% | +15.9% |
| 3Y | +5.8% | +12.4% | -6.6% | -1.6% |
| 5Y | +21.4% | -20.1% | +41.5% | +27.1% |
| All | +90.0% | +113.8% | -23.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling