+6.6%
MDLZ vs APA
+45.9%
-39.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.4% |
| 7D | +2.3% | +8.5% | -6.2% | +2.2% |
| 30D | +7.9% | +2.8% | +5.2% | +7.8% |
| 3M | +7.3% | +21.7% | -14.5% | +6.8% |
| 6M | +11.7% | +32.6% | -20.9% | +10.9% |
| YTD | +28.7% | +103.7% | -75.0% | +27.0% |
| 1Y | +22.8% | +101.8% | -79.0% | +21.1% |
| 3Y | +6.6% | +48.1% | -41.5% | +3.4% |
| All | +6.6% | +45.9% | -39.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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