+16.5%
MDLZ vs APD
+27.6%
-11.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.7% | -2.2% | +0.5% | -1.3% |
| 30D | -2.1% | +2.1% | -4.2% | -2.5% |
| 3M | +1.3% | +7.2% | -5.9% | -0.1% |
| 6M | +6.2% | +11.2% | -5.0% | +3.8% |
| YTD | +15.8% | +24.4% | -8.6% | +10.3% |
| 1Y | +4.1% | +6.7% | -2.5% | +2.3% |
| 3Y | -4.1% | +9.2% | -13.3% | -7.5% |
| All | +16.5% | +27.6% | -11.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling