+87.9%
MDLZ vs APTV
-21.3%
+109.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.6% |
| 7D | 0.0% | -1.2% | +1.1% | +0.1% |
| 30D | +1.4% | -10.6% | +12.1% | +2.9% |
| 3M | 0.0% | -35.0% | +35.0% | +5.5% |
| 6M | +9.1% | -38.9% | +48.0% | +15.6% |
| YTD | +17.9% | -41.5% | +59.4% | +25.4% |
| 1Y | +3.2% | -45.8% | +49.0% | +10.8% |
| 3Y | -2.5% | -55.7% | +53.2% | +5.9% |
| 5Y | +17.6% | -70.1% | +87.7% | +32.7% |
| 10Y | +87.9% | -19.1% | +107.0% | +62.9% |
| All | +87.9% | -21.3% | +109.3% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling