+502.4%
MDLZ vs AMT
+1,059.5%
-557.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.8% |
| 7D | +1.7% | +0.5% | +1.1% | +1.6% |
| 30D | +11.2% | +13.6% | -2.4% | +9.2% |
| 3M | +6.1% | +11.5% | -5.3% | +4.5% |
| 6M | +8.6% | +6.9% | +1.6% | +7.4% |
| YTD | +25.8% | +10.8% | +15.0% | +23.8% |
| 1Y | +21.7% | +10.3% | +11.4% | +19.7% |
| 3Y | +5.8% | +12.4% | -6.6% | +3.6% |
| 5Y | +21.4% | -20.1% | +41.5% | +23.1% |
| 10Y | +97.2% | +116.8% | -19.6% | +80.7% |
| All | +502.4% | +1,059.5% | -557.1% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling