+454.2%
MDLZ vs ASX
+6,226.3%
-5,772.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.7% | -0.7% | -1.0% | -1.7% |
| 30D | -2.1% | +2.0% | -4.1% | -2.4% |
| 3M | +1.3% | -1.3% | +2.7% | +0.4% |
| 6M | +6.2% | +71.4% | -65.2% | -1.0% |
| YTD | +15.8% | +135.3% | -119.5% | +4.3% |
| 1Y | +4.1% | +267.5% | -263.4% | -10.9% |
| 3Y | -4.1% | +388.5% | -392.6% | -22.0% |
| 5Y | +13.4% | +417.1% | -403.7% | -9.8% |
| 10Y | +75.7% | +872.7% | -797.0% | +25.9% |
| All | +454.2% | +6,226.3% | -5,772.0% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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