+302.3%
MDLZ vs APTV
+143.1%
+159.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | +2.2% | -4.3% | +6.5% | +2.9% |
| 30D | +10.1% | -9.7% | +19.8% | +11.9% |
| 3M | +9.1% | -20.6% | +29.7% | +12.9% |
| 6M | +10.0% | -31.7% | +41.7% | +15.5% |
| YTD | +26.8% | -48.0% | +74.8% | +38.8% |
| 1Y | +22.5% | -52.1% | +74.6% | +35.8% |
| 3Y | +5.3% | -47.9% | +53.2% | +12.2% |
| 5Y | +21.4% | -76.9% | +98.4% | +47.0% |
| 10Y | +102.0% | -26.7% | +128.8% | +70.8% |
| All | +302.3% | +143.1% | +159.2% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling