+138.9%
MDLZ vs ARMK
+350.8%
-211.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | -2.1% | 0.0% | -2.1% | -2.2% |
| 3M | +1.3% | +6.7% | -5.3% | +0.1% |
| 6M | +6.2% | +38.8% | -32.6% | +0.4% |
| YTD | +15.8% | +55.2% | -39.4% | +7.4% |
| 1Y | +4.1% | +46.6% | -42.5% | -2.6% |
| 3Y | -4.1% | +112.9% | -117.0% | -16.5% |
| 5Y | +13.4% | +144.0% | -130.6% | -4.6% |
| 10Y | +75.7% | +132.4% | -56.7% | +49.3% |
| All | +138.9% | +350.8% | -211.9% | +80.0% |
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