+507.1%
MDLZ vs APD
+1,211.5%
-704.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +10.1% | +11.0% | -0.9% | +6.6% |
| 3M | +9.1% | +2.0% | +7.1% | +8.4% |
| 6M | +10.0% | +7.1% | +2.9% | +7.3% |
| YTD | +26.8% | +29.8% | -2.9% | +16.0% |
| 1Y | +22.5% | +24.0% | -1.5% | +13.4% |
| 3Y | +5.3% | +27.2% | -21.9% | -5.7% |
| 5Y | +21.4% | +12.8% | +8.7% | +11.1% |
| 10Y | +102.0% | +185.0% | -83.0% | +33.4% |
| All | +507.1% | +1,211.5% | -704.4% | +149.1% |
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