+13.9%
MDLZ vs AUR
-34.9%
+48.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.6% |
| 7D | 0.0% | +19.2% | -19.2% | 0.0% |
| 30D | -1.6% | -7.8% | +6.2% | -1.5% |
| 3M | +0.9% | +4.0% | -3.1% | +0.8% |
| 6M | +7.3% | +45.0% | -37.7% | +6.9% |
| YTD | +16.4% | +69.5% | -53.1% | +15.8% |
| 1Y | +3.0% | +13.0% | -10.1% | +2.7% |
| 3Y | -3.7% | +90.4% | -94.1% | -5.8% |
| 5Y | +15.6% | -34.2% | +49.8% | +9.1% |
| All | +13.9% | -34.9% | +48.8% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling