+454.2%
MDLZ vs APD
+1,157.1%
-702.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| YTD | +15.8% | +24.4% | -8.6% | +7.3% |
| 1Y | +4.1% | +6.7% | -2.5% | +0.8% |
| 3Y | -4.1% | +9.2% | -13.3% | -10.1% |
| 5Y | +13.4% | +27.4% | -14.0% | -0.7% |
| 10Y | +75.7% | +164.8% | -89.1% | +18.7% |
| All | +454.2% | +1,157.1% | -702.9% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling