+502.4%
MDLZ vs MAR
+2,425.5%
-1,923.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.7% | +4.3% | -2.6% | +0.8% |
| 30D | +11.2% | +16.8% | -5.6% | +7.8% |
| 3M | +6.1% | +16.0% | -9.9% | +3.0% |
| 6M | +8.6% | +16.5% | -7.9% | +5.1% |
| YTD | +25.8% | +35.0% | -9.2% | +18.0% |
| 1Y | +21.7% | +49.4% | -27.7% | +11.7% |
| 3Y | +5.8% | +124.1% | -118.3% | -11.7% |
| 5Y | +21.4% | +159.2% | -137.8% | -3.3% |
| 10Y | +97.2% | +553.9% | -456.7% | +20.6% |
| All | +502.4% | +2,425.5% | -1,923.1% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling