+502.4%
MDLZ vs APA
+168.4%
+334.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | +1.7% | -15.5% | +17.2% | +3.3% |
| 30D | +11.2% | +2.4% | +8.8% | +10.8% |
| 3M | +6.1% | +22.8% | -16.7% | +3.7% |
| 6M | +8.6% | +17.9% | -9.4% | +6.2% |
| YTD | +25.8% | +87.7% | -61.8% | +17.0% |
| 1Y | +21.7% | +94.2% | -72.5% | +12.6% |
| 3Y | +5.8% | +27.2% | -21.4% | +0.2% |
| 5Y | +21.4% | +74.1% | -52.7% | +7.8% |
| 10Y | +97.2% | +2.6% | +94.6% | +64.3% |
| All | +502.4% | +168.4% | +334.0% | +373.1% |
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