+454.2%
MDLZ vs APA
+155.9%
+298.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | 0.0% |
| 7D | -1.7% | +0.5% | -2.3% | -1.8% |
| 30D | -2.1% | +23.4% | -25.5% | -4.2% |
| 3M | +1.3% | +12.7% | -11.4% | -0.1% |
| 6M | +6.2% | +39.4% | -33.2% | +2.1% |
| YTD | +15.8% | +79.0% | -63.2% | +8.4% |
| 1Y | +4.1% | +88.8% | -84.7% | -3.4% |
| 3Y | -4.1% | +6.4% | -10.4% | -7.3% |
| 5Y | +13.4% | +153.0% | -139.6% | -3.7% |
| 10Y | +75.7% | +7.5% | +68.2% | +44.9% |
| All | +454.2% | +155.9% | +298.4% | +338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling