+5.8%
MDLZ vs ATI
+320.9%
-315.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.0% |
| 7D | +1.7% | +6.2% | -4.5% | +2.0% |
| 30D | +11.2% | -7.1% | +18.3% | +10.9% |
| 3M | +6.1% | -21.3% | +27.5% | +5.4% |
| 6M | +8.6% | +6.5% | +2.1% | +8.4% |
| YTD | +25.8% | +53.2% | -27.3% | +26.4% |
| 1Y | +21.7% | +82.7% | -61.0% | +22.5% |
| 3Y | +5.8% | +314.3% | -308.5% | +8.3% |
| All | +5.8% | +320.9% | -315.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling