+502.4%
MDLZ vs ARWR
+79.0%
+423.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | +1.7% | -2.9% | +4.6% | +1.7% |
| 30D | +11.2% | -5.4% | +16.6% | +11.2% |
| 3M | +6.1% | -32.2% | +38.4% | +6.3% |
| 6M | +8.6% | -26.5% | +35.1% | +8.7% |
| YTD | +25.8% | -12.4% | +38.2% | +25.8% |
| 1Y | +21.7% | +46.9% | -25.2% | +21.3% |
| 3Y | +5.8% | +116.0% | -110.2% | +5.0% |
| 5Y | +21.4% | -28.0% | +49.4% | +20.9% |
| 10Y | +97.2% | +923.9% | -826.7% | +93.2% |
| All | +502.4% | +79.0% | +423.4% | +505.5% |
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