+21.4%
MDLZ vs AMT
-19.6%
+41.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | +2.2% | +1.6% | +0.5% | +1.7% |
| 30D | +10.1% | +4.5% | +5.7% | +8.8% |
| 3M | +9.1% | +13.8% | -4.7% | +5.0% |
| 6M | +10.0% | +10.0% | -0.1% | +6.6% |
| YTD | +26.8% | +11.8% | +15.1% | +22.1% |
| 1Y | +22.5% | +10.2% | +12.3% | +18.3% |
| 3Y | +5.3% | +15.1% | -9.9% | +0.4% |
| 5Y | +21.4% | -18.8% | +40.3% | +24.1% |
| All | +21.4% | -19.6% | +41.1% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling