+6.6%
MDLZ vs GRAB
-0.6%
+7.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | -5.0% | +7.3% | +2.2% |
| 30D | +7.9% | +11.3% | -3.4% | +8.1% |
| 3M | +7.3% | -12.4% | +19.7% | +6.9% |
| 6M | +11.7% | -10.7% | +22.4% | +11.5% |
| YTD | +28.7% | -35.1% | +63.8% | +27.9% |
| 1Y | +22.8% | -41.5% | +64.3% | +21.9% |
| 3Y | +6.6% | -2.7% | +9.3% | +4.3% |
| All | +6.6% | -0.6% | +7.2% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling