+34.3%
ARM vs MDLZ
+20.7%
+13.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.9% |
| 7D | +19.8% | -0.4% | +20.2% | +19.4% |
| 30D | -21.8% | +8.2% | -30.0% | -15.4% |
| 3M | -26.5% | +8.0% | -34.5% | -20.3% |
| 6M | -3.9% | +9.7% | -13.7% | +7.6% |
| YTD | +82.8% | +26.9% | +55.9% | +110.4% |
| 1Y | +34.3% | +20.9% | +13.4% | +52.4% |
| All | +34.3% | +20.7% | +13.6% | +52.4% |
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 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