+23.9%
MDLZ vs GRAB
-74.7%
+98.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +1.7% | -12.0% | +13.6% | +1.8% |
| 30D | +1.1% | -19.5% | +20.6% | +1.4% |
| 3M | -1.8% | -8.0% | +6.1% | -1.8% |
| 6M | +12.3% | -22.2% | +34.5% | +12.6% |
| YTD | +18.0% | -39.7% | +57.7% | +18.7% |
| 1Y | +3.8% | -43.2% | +47.0% | +4.5% |
| 3Y | -2.4% | -19.1% | +16.7% | -2.8% |
| 5Y | +18.4% | -72.0% | +90.4% | +15.7% |
| All | +23.9% | -74.7% | +98.6% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling