+146.7%
MDLZ vs ARES
+1,152.0%
-1,005.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.7% | +4.5% | -2.9% | +1.0% |
| 30D | +11.2% | +15.7% | -4.6% | +9.0% |
| 3M | +6.1% | -2.0% | +8.1% | +6.3% |
| 6M | +8.6% | +10.4% | -1.9% | +6.5% |
| YTD | +25.8% | -14.2% | +40.1% | +27.2% |
| 1Y | +21.7% | -7.8% | +29.4% | +21.4% |
| 3Y | +5.8% | +41.4% | -35.6% | -5.2% |
| 5Y | +21.4% | +83.7% | -62.3% | +0.7% |
| 10Y | +97.2% | +1,204.1% | -1,106.9% | +19.7% |
| All | +146.7% | +1,152.0% | -1,005.3% | +46.4% |
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