+92.2%
MDLZ vs ARWR
+921.6%
-829.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.3% | +16.0% | +1.3% |
| 7D | +0.1% | -17.3% | +17.4% | +0.9% |
| 30D | +10.0% | -21.5% | +31.5% | +11.1% |
| 3M | +7.1% | -43.8% | +50.9% | +9.7% |
| 6M | +9.8% | -32.3% | +42.1% | +11.3% |
| YTD | +26.6% | -25.8% | +52.5% | +27.5% |
| 1Y | +20.3% | +25.5% | -5.2% | +17.7% |
| 3Y | +5.4% | +84.1% | -78.7% | -1.2% |
| 5Y | +22.2% | -39.2% | +61.4% | +18.8% |
| 10Y | +92.2% | +1,072.4% | -980.2% | +57.3% |
| All | +92.2% | +921.6% | -829.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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