+20.9%
MDLZ vs MAR
+46.9%
-26.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.1% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | +8.2% | +14.3% | -6.1% | +6.3% |
| 3M | +8.0% | +20.0% | -12.0% | +5.5% |
| 6M | +9.7% | +21.7% | -12.0% | +7.2% |
| YTD | +26.9% | +37.7% | -10.8% | +21.6% |
| 1Y | +20.9% | +46.8% | -25.9% | +13.4% |
| All | +20.9% | +46.9% | -26.0% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling