+87.9%
MDLZ vs MAR
+419.7%
-331.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | 0.0% | -0.5% | +0.4% | 0.0% |
| 30D | +1.4% | -4.7% | +6.1% | +2.1% |
| 3M | 0.0% | -15.6% | +15.6% | +2.4% |
| 6M | +9.1% | +1.2% | +7.9% | +8.8% |
| YTD | +17.9% | +7.5% | +10.4% | +16.3% |
| 1Y | +3.2% | +26.6% | -23.4% | -0.8% |
| 3Y | -2.5% | +66.0% | -68.4% | -11.1% |
| 5Y | +17.6% | +154.1% | -136.5% | -1.1% |
| 10Y | +87.9% | +441.9% | -353.9% | +22.3% |
| All | +87.9% | +419.7% | -331.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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