+78.1%
MDLZ vs APD
+165.5%
-87.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.7% | -2.2% | +0.5% | -1.0% |
| 30D | -2.1% | +2.1% | -4.2% | -2.8% |
| 3M | +1.3% | +7.2% | -5.9% | -1.2% |
| 6M | +6.2% | +11.2% | -5.0% | +2.0% |
| YTD | +15.8% | +24.4% | -8.6% | +6.8% |
| 1Y | +4.1% | +6.7% | -2.5% | +0.8% |
| 3Y | -4.1% | +9.2% | -13.3% | -10.4% |
| 5Y | +13.4% | +27.4% | -14.0% | -3.3% |
| All | +78.1% | +165.5% | -87.3% | +8.4% |
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