-4.6%
MDLZ vs AZO
+11.4%
-16.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | +1.4% | -5.1% | +6.6% | +2.4% |
| 3M | 0.0% | -7.2% | +7.2% | +1.3% |
| 6M | +9.1% | -20.7% | +29.9% | +13.2% |
| YTD | +17.9% | -14.2% | +32.1% | +20.6% |
| 1Y | +3.2% | -32.2% | +35.4% | +9.9% |
| All | -4.6% | +11.4% | -16.0% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling