+516.3%
MDLZ vs AON
+1,269.8%
-753.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +7.9% | +23.2% | -15.2% | +2.5% |
| 3M | +7.3% | -5.0% | +12.3% | +8.3% |
| 6M | +11.7% | +9.3% | +2.3% | +8.9% |
| YTD | +28.7% | -3.4% | +32.2% | +28.8% |
| 1Y | +22.8% | -2.9% | +25.6% | +22.6% |
| 3Y | +6.6% | +3.6% | +2.9% | +3.7% |
| 5Y | +23.2% | +16.9% | +6.3% | +15.3% |
| 10Y | +108.7% | +234.4% | -125.7% | +50.4% |
| All | +516.3% | +1,269.8% | -753.5% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling