+15.6%
MDLZ vs APTV
-69.4%
+85.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.0% |
| 7D | 0.0% | +2.0% | -1.9% | -0.2% |
| 30D | -1.6% | -7.7% | +6.1% | -0.9% |
| 3M | +0.9% | -34.0% | +34.9% | +4.7% |
| 6M | +7.3% | -37.1% | +44.4% | +11.6% |
| YTD | +16.4% | -39.9% | +56.3% | +21.5% |
| 1Y | +3.0% | -44.4% | +47.4% | +8.2% |
| 3Y | -3.7% | -54.5% | +50.8% | +2.7% |
| 5Y | +15.6% | -69.1% | +84.7% | +25.4% |
| All | +15.6% | -69.4% | +85.0% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling