+315.5%
ARM vs MDLZ
-4.8%
+320.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +1.4% |
| 7D | +12.5% | 0.0% | +12.6% | +12.5% |
| 30D | -1.4% | +1.4% | -2.8% | -0.9% |
| 3M | -18.7% | 0.0% | -18.7% | -17.6% |
| 6M | +124.6% | +9.1% | +115.5% | +128.8% |
| YTD | +141.7% | +17.9% | +123.8% | +148.8% |
| 1Y | +87.7% | +3.2% | +84.4% | +91.3% |
| All | +315.5% | -4.8% | +320.3% | +320.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling