-5.1%
MDLZ vs AS
+133.7%
-138.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.8% |
| 7D | +6.9% | +7.1% | -0.3% | +6.8% |
| 30D | +12.1% | +12.8% | -0.7% | +12.0% |
| 3M | +7.7% | -14.7% | +22.4% | +7.8% |
| 6M | +10.8% | -9.9% | +20.7% | +10.8% |
| YTD | +27.4% | -16.1% | +43.5% | +27.3% |
| 1Y | +23.5% | +0.2% | +23.4% | +23.4% |
| All | -5.1% | +133.7% | -138.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling