+127.0%
MDLZ vs ARES
+1,196.0%
-1,069.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.7% | -1.7% | -0.1% | -1.5% |
| 30D | -2.1% | +0.3% | -2.4% | -2.2% |
| 3M | +1.3% | +8.5% | -7.2% | -0.1% |
| 6M | +6.2% | +23.5% | -17.3% | +2.3% |
| YTD | +15.8% | -11.2% | +27.0% | +16.6% |
| 1Y | +4.1% | -19.3% | +23.4% | +6.1% |
| 3Y | -4.1% | +48.7% | -52.7% | -14.7% |
| 5Y | +13.4% | +106.5% | -93.2% | -7.9% |
| 10Y | +75.7% | +1,055.3% | -979.6% | +7.7% |
| All | +127.0% | +1,196.0% | -1,069.0% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling