+161.8%
MDLZ vs ARMK
+327.8%
-166.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.4% | +7.1% | -7.5% | -1.5% |
| 30D | +8.2% | -1.6% | +9.9% | +8.3% |
| 3M | +8.0% | -10.5% | +18.5% | +9.6% |
| 6M | +9.7% | +11.8% | -2.0% | +7.3% |
| YTD | +26.9% | +47.3% | -20.4% | +18.4% |
| 1Y | +20.9% | +41.5% | -20.6% | +13.5% |
| 3Y | +5.3% | +95.3% | -90.0% | -7.2% |
| 5Y | +21.4% | +108.1% | -86.8% | +4.6% |
| 10Y | +105.7% | +132.0% | -26.3% | +72.7% |
| All | +161.8% | +327.8% | -166.0% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling