+79.0%
MDLZ vs ARES
+1,045.9%
-966.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | -1.6% | +1.3% | -2.9% | -1.8% |
| 3M | +0.9% | +10.4% | -9.5% | -0.8% |
| 6M | +7.3% | +29.0% | -21.7% | +2.6% |
| YTD | +16.4% | -12.2% | +28.6% | +17.5% |
| 1Y | +3.0% | -18.4% | +21.4% | +4.8% |
| 3Y | -3.7% | +43.2% | -46.9% | -14.6% |
| 5Y | +15.6% | +102.6% | -87.0% | -7.6% |
| 10Y | +79.0% | +1,029.6% | -950.6% | +12.5% |
| All | +79.0% | +1,045.9% | -966.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling