+4.1%
MDLZ vs AU
+72.0%
-67.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +1.9% | -4.3% | +6.2% | +1.9% |
| 30D | +0.4% | +7.3% | -6.9% | +0.3% |
| 3M | -0.6% | +26.3% | -27.0% | -0.8% |
| 6M | +14.7% | +1.8% | +13.0% | +15.2% |
| YTD | +18.0% | +26.8% | -8.8% | +19.0% |
| 1Y | +4.1% | +66.7% | -62.6% | +5.2% |
| All | +4.1% | +72.0% | -67.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling