-5.8%
MDLZ vs AON
-3.5%
-2.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.0% |
| 7D | 0.0% | -3.2% | +3.3% | +0.7% |
| 30D | -1.6% | -11.9% | +10.3% | +0.9% |
| 3M | +0.9% | -2.9% | +3.8% | +1.7% |
| 6M | +7.3% | -6.8% | +14.2% | +8.8% |
| YTD | +16.4% | -10.1% | +26.5% | +18.8% |
| 1Y | +3.0% | -14.2% | +17.2% | +6.1% |
| All | -5.8% | -3.5% | -2.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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