-4.5%
MDLZ vs MRSH
-4.7%
+0.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.7% | -5.9% | +7.6% | +3.6% |
| 30D | +1.1% | -7.3% | +8.4% | +3.6% |
| 3M | -1.8% | +6.7% | -8.5% | -3.6% |
| 6M | +12.3% | +3.0% | +9.3% | +11.0% |
| YTD | +18.0% | -2.9% | +20.9% | +18.7% |
| 1Y | +3.8% | -9.0% | +12.8% | +6.6% |
| All | -4.5% | -4.7% | +0.1% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling