+17.6%
MDLZ vs AUR
-34.3%
+51.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | 0.0% | +11.1% | -11.2% | -0.1% |
| 30D | +1.4% | -6.9% | +8.3% | +1.5% |
| 3M | 0.0% | +5.5% | -5.5% | 0.0% |
| 6M | +9.1% | +41.0% | -31.9% | +8.8% |
| YTD | +17.9% | +69.3% | -51.3% | +17.3% |
| 1Y | +3.2% | +14.0% | -10.8% | +3.0% |
| 3Y | -2.5% | +90.1% | -92.5% | -4.6% |
| 5Y | +17.6% | -34.4% | +52.0% | +11.3% |
| All | +17.6% | -34.3% | +51.9% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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