+24.4%
MDLZ vs GRAB
-39.6%
+64.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +3.6% |
| 7D | +8.9% | +22.2% | -13.3% | +9.5% |
| 30D | +15.2% | +6.0% | +9.2% | +15.2% |
| 3M | +9.5% | -9.7% | +19.2% | +8.4% |
| 6M | +11.7% | -7.2% | +18.9% | +11.4% |
| YTD | +28.4% | -32.7% | +61.1% | +24.9% |
| 1Y | +24.4% | -41.9% | +66.3% | +20.3% |
| All | +24.4% | -39.6% | +64.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 1y: compounded portfolio wealth divided by compounded GRAB 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…
1y analysis · Full analysis span regression · 6 months rolling