+86.1%
ARM vs MDLZ
+3.3%
+82.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.7% |
| 7D | +5.5% | -1.7% | +7.2% | +4.4% |
| 30D | -8.2% | -2.1% | -6.1% | -9.3% |
| 3M | -35.9% | +1.3% | -37.2% | -34.5% |
| 6M | +103.1% | +6.2% | +96.9% | +106.1% |
| YTD | +130.6% | +15.8% | +114.8% | +141.3% |
| 1Y | +86.1% | +4.1% | +82.0% | +92.5% |
| All | +86.1% | +3.3% | +82.8% | +92.5% |
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