+106.1%
MDLZ vs APD
+187.5%
-81.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -1.0% | -1.2% | +0.1% | -0.6% |
| 30D | +7.9% | +11.0% | -3.1% | +4.3% |
| 3M | +8.9% | +2.6% | +6.4% | +8.0% |
| 6M | +10.5% | +4.8% | +5.7% | +8.5% |
| YTD | +27.1% | +31.0% | -3.8% | +15.3% |
| 1Y | +20.9% | +23.4% | -2.5% | +11.7% |
| 3Y | +5.5% | +28.4% | -22.8% | -6.8% |
| 5Y | +22.2% | +15.2% | +7.0% | +10.1% |
| 10Y | +106.1% | +190.7% | -84.6% | +23.9% |
| All | +106.1% | +187.5% | -81.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling