+186.2%
MDLZ vs AR
-32.8%
+219.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.7% |
| 7D | +6.9% | -11.7% | +18.6% | +7.3% |
| 30D | +12.1% | +1.8% | +10.2% | +12.0% |
| 3M | +7.7% | +6.0% | +1.7% | +7.4% |
| 6M | +10.8% | -7.0% | +17.8% | +10.9% |
| YTD | +27.4% | +5.6% | +21.8% | +26.8% |
| 1Y | +23.5% | +10.8% | +12.7% | +22.7% |
| 3Y | +6.2% | +19.3% | -13.1% | +4.3% |
| 5Y | +22.9% | +73.3% | -50.4% | +17.8% |
| 10Y | +99.6% | +47.6% | +52.0% | +88.1% |
| All | +186.2% | -32.8% | +219.0% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling