+102.0%
MDLZ vs ARMK
+125.8%
-23.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.2% |
| 30D | +10.1% | -1.3% | +11.5% | +10.1% |
| 3M | +9.1% | -2.5% | +11.6% | +9.2% |
| 6M | +10.0% | +20.8% | -10.8% | +6.6% |
| YTD | +26.8% | +48.2% | -21.3% | +19.2% |
| 1Y | +22.5% | +45.7% | -23.2% | +15.4% |
| 3Y | +5.3% | +96.6% | -91.3% | -5.8% |
| 5Y | +21.4% | +106.6% | -85.1% | +6.7% |
| 10Y | +102.0% | +132.6% | -30.5% | +80.2% |
| All | +102.0% | +125.8% | -23.7% | +80.2% |
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