+5.4%
MDLZ vs APTV
-46.2%
+51.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | +0.1% | -9.8% | +9.9% | +0.6% |
| 30D | +10.0% | -8.9% | +18.9% | +10.5% |
| 3M | +7.1% | -19.5% | +26.5% | +8.2% |
| 6M | +9.8% | -31.1% | +40.9% | +11.3% |
| YTD | +26.6% | -47.5% | +74.2% | +31.0% |
| 1Y | +20.3% | -52.3% | +72.6% | +25.3% |
| 3Y | +5.4% | -45.2% | +50.6% | +8.6% |
| All | +5.4% | -46.2% | +51.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling