+454.2%
MDLZ vs ATI
+1,377.3%
-923.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.6% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -2.1% | +2.7% | -4.8% | -2.5% |
| 3M | +1.3% | +16.3% | -15.0% | -0.5% |
| 6M | +6.2% | +30.2% | -24.0% | +2.8% |
| YTD | +15.8% | +83.6% | -67.8% | +8.3% |
| 1Y | +4.1% | +173.0% | -168.9% | -6.7% |
| 3Y | -4.1% | +356.6% | -360.7% | -20.1% |
| 5Y | +13.4% | +1,074.2% | -1,060.8% | -16.0% |
| 10Y | +75.7% | +1,136.2% | -1,060.5% | +19.5% |
| All | +454.2% | +1,377.3% | -923.1% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling