+174.6%
ARM vs MDLZ
+1.6%
+173.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +4.3% |
| 7D | -15.2% | +1.7% | -16.9% | -14.5% |
| 30D | -40.7% | +11.2% | -51.9% | -38.0% |
| 3M | -39.1% | +6.1% | -45.2% | -37.2% |
| 6M | -26.4% | +8.6% | -35.0% | -22.8% |
| YTD | +59.7% | +25.8% | +33.9% | +69.8% |
| 1Y | +10.3% | +21.7% | -11.3% | +17.0% |
| 3Y | +228.9% | +5.8% | +223.0% | +245.1% |
| All | +174.6% | +1.6% | +173.0% | +187.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling