+22.8%
MDLZ vs APD
+25.0%
-2.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.3% | +3.8% | -1.5% | +1.7% |
| 30D | +7.9% | +8.2% | -0.3% | +6.8% |
| 3M | +7.3% | +4.3% | +3.0% | +6.5% |
| 6M | +11.7% | +4.7% | +7.0% | +11.6% |
| YTD | +28.7% | +31.5% | -2.8% | +25.8% |
| 1Y | +22.8% | +23.5% | -0.8% | +20.9% |
| All | +22.8% | +25.0% | -2.2% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling