+15.0%
MDLZ vs GRMN
+77.6%
-62.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.7% | -2.9% | +1.1% | -1.4% |
| 30D | -2.1% | -8.4% | +6.3% | -1.0% |
| 3M | +1.3% | +15.0% | -13.7% | -0.7% |
| 6M | +6.2% | +11.2% | -5.0% | +4.4% |
| YTD | +15.8% | +37.7% | -21.9% | +10.6% |
| 1Y | +4.1% | +18.5% | -14.4% | +1.3% |
| 3Y | -4.1% | +175.8% | -179.9% | -22.3% |
| All | +15.0% | +77.6% | -62.6% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling