-90.0%
MARA vs MDLZ
+227.8%
-317.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +13.8% | 0.0% | +13.9% | +13.8% |
| 30D | +24.7% | +1.4% | +23.2% | +23.9% |
| 3M | -10.4% | 0.0% | -10.5% | -11.7% |
| 6M | +37.6% | +9.1% | +28.5% | +30.8% |
| YTD | +32.7% | +17.9% | +14.8% | +21.9% |
| 1Y | -25.2% | +3.2% | -28.4% | -27.7% |
| 3Y | +9.3% | -2.5% | +11.7% | +6.2% |
| 5Y | -69.3% | +17.6% | -86.9% | -72.5% |
| 10Y | -73.6% | +87.9% | -161.5% | -78.1% |
| All | -90.0% | +227.8% | -317.8% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling