+6.6%
MDLZ vs AR
+48.6%
-42.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.3% | +7.4% | -5.1% | +2.3% |
| 30D | +7.9% | +5.8% | +2.2% | +7.9% |
| 3M | +7.3% | +5.2% | +2.0% | +7.2% |
| 6M | +11.7% | +5.4% | +6.2% | +11.6% |
| YTD | +28.7% | +12.4% | +16.3% | +28.8% |
| 1Y | +22.8% | +12.8% | +10.0% | +22.8% |
| 3Y | +6.6% | +47.2% | -40.6% | +4.4% |
| All | +6.6% | +48.6% | -42.0% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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