-3.7%
MDLZ vs MAR
+68.8%
-72.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | 0.0% | -1.7% | +1.8% | +0.2% |
| 30D | -1.6% | -6.9% | +5.3% | -0.9% |
| 3M | +0.9% | -15.8% | +16.7% | +2.3% |
| 6M | +7.3% | +1.9% | +5.4% | +7.3% |
| YTD | +16.4% | +6.6% | +9.8% | +15.8% |
| 1Y | +3.0% | +23.7% | -20.7% | +1.1% |
| 3Y | -3.7% | +64.6% | -68.3% | -11.4% |
| All | -3.7% | +68.8% | -72.5% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling