+19.0%
MARA vs MDLZ
-2.9%
+21.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.8% |
| 7D | +5.9% | +1.9% | +4.0% | +6.1% |
| 30D | +24.3% | +0.4% | +23.9% | +24.3% |
| 3M | -12.0% | -0.6% | -11.4% | -11.6% |
| 6M | +40.1% | +14.7% | +25.4% | +36.7% |
| YTD | +33.4% | +18.0% | +15.4% | +28.9% |
| 1Y | -23.7% | +4.1% | -27.9% | -24.2% |
| 3Y | +19.0% | -4.6% | +23.5% | +9.3% |
| All | +19.0% | -2.9% | +21.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling