+24.4%
MDLZ vs AZO
-7.5%
+31.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.5% | +2.5% |
| 7D | +8.9% | +5.3% | +3.6% | +7.5% |
| 30D | +15.2% | +18.4% | -3.2% | +10.9% |
| 3M | +9.5% | +9.8% | -0.3% | +7.0% |
| 6M | +11.7% | -4.5% | +16.2% | +11.1% |
| YTD | +28.4% | -1.9% | +30.4% | +27.8% |
| 1Y | +24.4% | -9.5% | +34.0% | +25.5% |
| All | +24.4% | -7.5% | +31.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling