+506.2%
MDLZ vs MAR
+2,429.6%
-1,923.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +10.0% | +14.0% | -4.0% | +7.2% |
| 3M | +7.1% | +18.1% | -11.1% | +3.6% |
| 6M | +9.8% | +18.6% | -8.8% | +6.0% |
| YTD | +26.6% | +35.3% | -8.6% | +18.7% |
| 1Y | +20.3% | +44.5% | -24.1% | +11.2% |
| 3Y | +5.4% | +120.7% | -115.3% | -11.7% |
| 5Y | +22.2% | +164.1% | -141.9% | -3.1% |
| 10Y | +92.2% | +515.5% | -423.3% | +19.2% |
| All | +506.2% | +2,429.6% | -1,923.4% | +150.9% |
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