+21.6%
MDLZ vs ARWR
-35.5%
+57.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -1.0% | -19.9% | +18.9% | -0.2% |
| 30D | +7.9% | -18.7% | +26.7% | +8.7% |
| 3M | +8.9% | -44.7% | +53.6% | +11.3% |
| 6M | +10.5% | -36.5% | +47.0% | +12.1% |
| YTD | +27.1% | -25.7% | +52.8% | +27.7% |
| 1Y | +20.9% | +18.9% | +2.0% | +18.4% |
| 3Y | +5.5% | +83.1% | -77.5% | -1.3% |
| All | +21.6% | -35.5% | +57.1% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling