+19.3%
ARM vs MDLZ
+22.7%
-3.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.7% | -2.2% |
| 7D | -18.7% | +8.9% | -27.6% | -11.8% |
| 30D | -36.7% | +15.2% | -51.9% | -27.9% |
| 3M | -31.6% | +9.5% | -41.1% | -24.8% |
| 6M | -5.6% | +11.7% | -17.3% | +7.2% |
| YTD | +75.5% | +28.4% | +47.0% | +107.1% |
| 1Y | +19.3% | +24.4% | -5.1% | +38.2% |
| All | +19.3% | +22.7% | -3.3% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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