+507.1%
MDLZ vs GRMN
+4,894.7%
-4,387.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | +2.2% | +6.3% | -4.2% | +1.3% |
| 30D | +10.1% | +7.6% | +2.6% | +9.0% |
| 3M | +9.1% | -7.5% | +16.6% | +10.2% |
| 6M | +10.0% | +21.2% | -11.3% | +6.6% |
| YTD | +26.8% | +44.0% | -17.2% | +19.7% |
| 1Y | +22.5% | +44.7% | -22.2% | +15.4% |
| 3Y | +5.3% | +160.5% | -155.2% | -10.5% |
| 5Y | +21.4% | +124.6% | -103.2% | +4.6% |
| 10Y | +102.0% | +651.6% | -549.6% | +47.2% |
| All | +507.1% | +4,894.7% | -4,387.6% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling