-4.6%
MDLZ vs GRAB
-18.9%
+14.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.7% | +1.2% |
| 7D | 0.0% | -13.9% | +13.8% | -0.3% |
| 30D | +1.4% | -17.2% | +18.6% | +1.1% |
| 3M | 0.0% | -7.9% | +7.9% | 0.0% |
| 6M | +9.1% | -23.2% | +32.4% | +8.8% |
| YTD | +17.9% | -39.1% | +57.0% | +17.2% |
| 1Y | +3.2% | -42.5% | +45.8% | +2.5% |
| All | -4.6% | -18.9% | +14.3% | -8.6% |
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