+454.2%
MDLZ vs ARWR
+165.7%
+288.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.7% | +1.7% | -3.4% | -1.7% |
| 30D | -2.1% | -0.7% | -1.5% | -2.1% |
| 3M | +1.3% | +14.9% | -13.6% | +1.2% |
| 6M | +6.2% | +32.6% | -26.4% | +6.0% |
| YTD | +15.8% | +30.0% | -14.3% | +15.6% |
| 1Y | +4.1% | +208.4% | -204.2% | +3.4% |
| 3Y | -4.1% | +208.8% | -212.9% | -5.0% |
| 5Y | +13.4% | +27.8% | -14.5% | +12.6% |
| 10Y | +75.7% | +1,107.6% | -1,031.8% | +71.9% |
| All | +454.2% | +165.7% | +288.6% | +456.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling