+457.4%
MDLZ vs MRSH
+506.6%
-49.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.5% |
| 7D | 0.0% | -3.8% | +3.8% | +1.3% |
| 30D | -1.6% | -5.8% | +4.2% | +0.4% |
| 3M | +0.9% | +11.7% | -10.8% | -2.8% |
| 6M | +7.3% | -0.3% | +7.7% | +7.0% |
| YTD | +16.4% | -1.1% | +17.6% | +16.0% |
| 1Y | +3.0% | -9.5% | +12.4% | +5.4% |
| 3Y | -3.7% | -2.6% | -1.2% | -4.2% |
| 5Y | +15.6% | +22.7% | -7.1% | +5.9% |
| 10Y | +79.0% | +214.6% | -135.6% | +22.3% |
| All | +457.4% | +506.6% | -49.2% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling