+5.3%
MDLZ vs ARWR
+85.8%
-80.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -1.0% | -19.9% | +18.9% | -0.6% |
| 30D | +7.9% | -18.7% | +26.7% | +8.3% |
| 3M | +8.9% | -44.7% | +53.6% | +10.2% |
| 6M | +10.5% | -36.5% | +47.0% | +11.3% |
| YTD | +27.1% | -25.7% | +52.8% | +27.3% |
| 1Y | +20.9% | +18.9% | +2.0% | +19.1% |
| All | +5.3% | +85.8% | -80.5% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling