+311.3%
ARM vs MDLZ
-6.0%
+317.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.9% |
| 7D | +11.4% | 0.0% | +11.3% | +11.4% |
| 30D | -7.4% | -1.6% | -5.9% | -7.9% |
| 3M | -24.5% | +0.9% | -25.4% | -23.6% |
| 6M | +128.7% | +7.3% | +121.3% | +131.9% |
| YTD | +139.3% | +16.4% | +122.8% | +145.3% |
| 1Y | +88.0% | +3.0% | +85.0% | +91.1% |
| All | +311.3% | -6.0% | +317.3% | +314.6% |
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