+15.6%
MDLZ vs AON
+13.7%
+1.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.1% |
| 7D | 0.0% | -3.2% | +3.3% | +0.8% |
| 30D | -1.6% | -11.9% | +10.3% | +1.4% |
| 3M | +0.9% | -2.9% | +3.8% | +1.6% |
| 6M | +7.3% | -6.8% | +14.2% | +8.9% |
| YTD | +16.4% | -10.1% | +26.5% | +19.0% |
| 1Y | +3.0% | -14.2% | +17.2% | +6.4% |
| 3Y | -3.7% | -3.3% | -0.5% | -4.4% |
| 5Y | +15.6% | +13.6% | +2.0% | +7.6% |
| All | +15.6% | +13.7% | +1.9% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling