+21.6%
MDLZ vs ARMK
+106.2%
-84.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.0% | +2.8% | -3.8% | -1.5% |
| 30D | +7.9% | -1.8% | +9.7% | +8.0% |
| 3M | +8.9% | -10.9% | +19.8% | +10.7% |
| 6M | +10.5% | +21.2% | -10.7% | +6.2% |
| YTD | +27.1% | +47.0% | -19.9% | +17.7% |
| 1Y | +20.9% | +42.9% | -21.9% | +12.5% |
| 3Y | +5.5% | +95.0% | -89.5% | -9.0% |
| All | +21.6% | +106.2% | -84.6% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling