+87.9%
MDLZ vs ATI
+1,068.2%
-980.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | 0.0% | +2.4% | -2.5% | -0.2% |
| 30D | +1.4% | -9.5% | +10.9% | +2.1% |
| 3M | 0.0% | +10.4% | -10.4% | -1.0% |
| 6M | +9.1% | +31.8% | -22.7% | +6.2% |
| YTD | +17.9% | +80.0% | -62.0% | +11.7% |
| 1Y | +3.2% | +175.8% | -172.6% | -5.8% |
| 3Y | -2.5% | +364.2% | -366.7% | -16.8% |
| 5Y | +17.6% | +1,076.9% | -1,059.3% | -10.2% |
| 10Y | +87.9% | +1,178.1% | -1,090.2% | +35.3% |
| All | +87.9% | +1,068.2% | -980.3% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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