-5.5%
MDLZ vs AS
+137.8%
-143.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | +2.2% | +4.5% | -2.3% | +2.1% |
| 30D | +10.1% | +13.2% | -3.1% | +10.0% |
| 3M | +9.1% | -11.9% | +21.0% | +9.2% |
| 6M | +10.0% | -11.6% | +21.6% | +10.0% |
| YTD | +26.8% | -14.7% | +41.5% | +26.7% |
| 1Y | +22.5% | +5.7% | +16.8% | +22.3% |
| All | -5.5% | +137.8% | -143.2% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling