+90.0%
MDLZ vs ARMK
+123.7%
-33.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.8% |
| 7D | +1.7% | -2.6% | +4.3% | +2.0% |
| 30D | +11.2% | -5.2% | +16.4% | +11.8% |
| 3M | +6.1% | -6.5% | +12.7% | +6.9% |
| 6M | +8.6% | +15.3% | -6.7% | +5.9% |
| YTD | +25.8% | +43.6% | -17.7% | +18.7% |
| 1Y | +21.7% | +42.1% | -20.4% | +14.9% |
| 3Y | +5.8% | +94.0% | -88.2% | -5.3% |
| 5Y | +21.4% | +96.3% | -74.8% | +7.2% |
| All | +90.0% | +123.7% | -33.7% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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