+22.2%
MDLZ vs ARWR
-28.9%
+51.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | +1.7% | -2.9% | +4.6% | +1.8% |
| 30D | +11.2% | -5.4% | +16.6% | +11.4% |
| 3M | +6.1% | -32.2% | +38.4% | +7.7% |
| 6M | +8.6% | -26.5% | +35.1% | +9.5% |
| YTD | +25.8% | -12.4% | +38.2% | +25.7% |
| 1Y | +21.7% | +46.9% | -25.2% | +18.2% |
| 3Y | +5.8% | +116.0% | -110.2% | -1.5% |
| All | +22.2% | -28.9% | +51.1% | +12.9% |
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