+502.4%
MDLZ vs ATI
+1,132.9%
-630.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.6% |
| 7D | +1.7% | +6.2% | -4.5% | +1.0% |
| 30D | +11.2% | -7.1% | +18.3% | +11.7% |
| 3M | +6.1% | -21.3% | +27.5% | +8.2% |
| 6M | +8.6% | +6.5% | +2.1% | +7.0% |
| YTD | +25.8% | +53.2% | -27.3% | +19.3% |
| 1Y | +21.7% | +82.7% | -61.0% | +13.3% |
| 3Y | +5.8% | +314.3% | -308.5% | -11.3% |
| 5Y | +21.4% | +890.9% | -869.5% | -8.7% |
| 10Y | +97.2% | +1,142.3% | -1,045.1% | +33.8% |
| All | +502.4% | +1,132.9% | -630.5% | +275.3% |
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 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