+301.7%
MDLZ vs APTV
+145.2%
+156.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +0.1% | -9.8% | +9.9% | +1.7% |
| 30D | +10.0% | -8.9% | +18.9% | +11.5% |
| 3M | +7.1% | -19.5% | +26.5% | +10.6% |
| 6M | +9.8% | -31.1% | +40.9% | +15.2% |
| YTD | +26.6% | -47.5% | +74.2% | +38.4% |
| 1Y | +20.3% | -52.3% | +72.6% | +33.5% |
| 3Y | +5.4% | -45.2% | +50.6% | +11.3% |
| 5Y | +22.2% | -76.9% | +99.1% | +47.9% |
| 10Y | +92.2% | -25.1% | +117.3% | +61.5% |
| All | +301.7% | +145.2% | +156.5% | +169.1% |
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