+457.4%
MDLZ vs AZO
+8,581.2%
-8,123.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.8% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -1.6% | -5.6% | +4.1% | -0.3% |
| 3M | +0.9% | -4.0% | +4.9% | +1.7% |
| 6M | +7.3% | -18.9% | +26.3% | +12.2% |
| YTD | +16.4% | -13.0% | +29.4% | +19.5% |
| 1Y | +3.0% | -30.4% | +33.4% | +11.2% |
| 3Y | -3.7% | +12.7% | -16.4% | -8.1% |
| 5Y | +15.6% | +89.6% | -74.0% | -3.6% |
| 10Y | +79.0% | +304.7% | -225.7% | +22.9% |
| All | +457.4% | +8,581.2% | -8,123.8% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling