+22.8%
MDLZ vs AU
+6.3%
+16.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +2.3% | -7.2% | +9.5% | +2.3% |
| 30D | +7.9% | -2.9% | +10.8% | +7.9% |
| 3M | +7.3% | -8.7% | +15.9% | +7.2% |
| 6M | +11.7% | -14.1% | +25.8% | +12.5% |
| YTD | +28.7% | +4.8% | +24.0% | +30.5% |
| 1Y | +22.8% | +11.9% | +10.9% | +23.4% |
| All | +22.8% | +6.3% | +16.5% | +23.4% |
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