+87.7%
ARM vs MDLZ
+4.4%
+83.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +1.8% |
| 7D | +12.5% | 0.0% | +12.6% | +12.5% |
| 30D | -1.4% | +1.4% | -2.8% | -0.4% |
| 3M | -18.7% | 0.0% | -18.7% | -16.3% |
| 6M | +124.6% | +9.1% | +115.5% | +131.0% |
| YTD | +141.7% | +17.9% | +123.8% | +156.7% |
| 1Y | +87.7% | +3.2% | +84.4% | +96.9% |
| All | +87.7% | +4.4% | +83.2% | +96.9% |
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