+5.8%
MDLZ vs APD
+11.7%
-5.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +1.7% | -3.7% | +5.3% | +2.2% |
| 30D | +11.2% | +9.6% | +1.6% | +9.9% |
| 3M | +6.1% | +1.6% | +4.5% | +5.9% |
| 6M | +8.6% | +2.2% | +6.4% | +8.3% |
| YTD | +25.8% | +25.9% | 0.0% | +22.1% |
| 1Y | +21.7% | +20.1% | +1.5% | +18.7% |
| 3Y | +5.8% | +12.4% | -6.6% | +2.5% |
| All | +5.8% | +11.7% | -5.9% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling