+21.6%
MDLZ vs AU
+416.9%
-395.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | -1.0% | +4.7% | -5.7% | -1.2% |
| 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% | +10.9% |
| YTD | +27.1% | +11.7% | +15.4% | +25.8% |
| 1Y | +20.9% | +21.3% | -0.4% | +19.0% |
| 3Y | +5.5% | +545.0% | -539.4% | -6.4% |
| All | +21.6% | +416.9% | -395.3% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling