+106.1%
MDLZ vs GRMN
+665.4%
-559.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | -1.0% | +1.7% | -2.7% | -1.4% |
| 30D | +7.9% | +10.2% | -2.2% | +5.6% |
| 3M | +8.9% | -4.7% | +13.6% | +9.9% |
| 6M | +10.5% | +22.3% | -11.8% | +5.0% |
| YTD | +27.1% | +46.7% | -19.5% | +15.3% |
| 1Y | +20.9% | +49.6% | -28.7% | +9.1% |
| 3Y | +5.5% | +165.3% | -159.7% | -22.7% |
| 5Y | +22.2% | +130.3% | -108.1% | -7.7% |
| 10Y | +106.1% | +658.0% | -551.9% | +8.1% |
| All | +106.1% | +665.4% | -559.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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