+81.7%
MDLZ vs MRSH
+218.8%
-137.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.9% | -4.8% | +6.6% | +4.2% |
| 30D | +0.4% | -6.3% | +6.7% | +3.5% |
| 3M | -0.6% | +5.8% | -6.4% | -3.3% |
| 6M | +14.7% | +2.8% | +11.9% | +12.4% |
| YTD | +18.0% | -3.1% | +21.1% | +18.3% |
| 1Y | +4.1% | -11.3% | +15.4% | +8.8% |
| 3Y | -4.6% | -5.0% | +0.4% | -4.7% |
| 5Y | +18.4% | +19.2% | -0.8% | +3.3% |
| All | +81.7% | +218.8% | -137.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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