+22.3%
MDLZ vs ARWR
+20.5%
+1.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.3% | +16.0% | +0.6% |
| 7D | +0.1% | -17.3% | +17.4% | 0.0% |
| 30D | +10.0% | -21.5% | +31.5% | +9.9% |
| 3M | +7.1% | -43.8% | +50.9% | +7.0% |
| 6M | +9.8% | -32.3% | +42.1% | +9.6% |
| YTD | +26.6% | -25.8% | +52.5% | +25.7% |
| All | +22.3% | +20.5% | +1.8% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling