+23.0%
MDLZ vs ARES
+82.0%
-58.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | +7.9% | +19.7% | -11.7% | +6.8% |
| 3M | +7.3% | -9.0% | +16.2% | +7.7% |
| 6M | +11.7% | +11.5% | +0.1% | +10.7% |
| YTD | +28.7% | -13.8% | +42.6% | +29.8% |
| 1Y | +22.8% | -5.6% | +28.4% | +22.7% |
| 3Y | +6.6% | +36.1% | -29.5% | -1.5% |
| All | +23.0% | +82.0% | -58.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling