+18.4%
MDLZ vs AU
+673.1%
-654.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.2% |
| 7D | +1.7% | -7.0% | +8.6% | +1.9% |
| 30D | +1.1% | +7.3% | -6.2% | +0.8% |
| 3M | -1.8% | +33.2% | -35.1% | -3.2% |
| 6M | +12.3% | -0.6% | +12.9% | +12.1% |
| YTD | +18.0% | +26.2% | -8.1% | +16.3% |
| 1Y | +3.8% | +68.3% | -64.5% | +0.6% |
| 3Y | -2.4% | +592.1% | -594.5% | -13.6% |
| 5Y | +18.4% | +685.3% | -666.8% | +3.6% |
| All | +18.4% | +673.1% | -654.7% | +3.6% |
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