+5.3%
MDLZ vs AU
+547.8%
-542.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | -1.0% | +4.7% | -5.7% | -1.1% |
| 30D | +7.9% | -1.5% | +9.5% | +7.9% |
| 3M | +8.9% | -5.0% | +13.9% | +8.9% |
| 6M | +10.5% | -13.5% | +24.0% | +11.0% |
| YTD | +27.1% | +11.7% | +15.4% | +26.5% |
| 1Y | +20.9% | +21.3% | -0.4% | +19.9% |
| All | +5.3% | +547.8% | -542.5% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling