+323.1%
MRVL vs MDLZ
-2.9%
+326.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +5.6% | +1.9% | +3.7% | +6.6% |
| 30D | +8.8% | +0.4% | +8.3% | +9.0% |
| 3M | -15.9% | -0.6% | -15.2% | -14.1% |
| 6M | +161.3% | +14.7% | +146.5% | +175.9% |
| YTD | +178.2% | +18.0% | +160.3% | +197.3% |
| 1Y | +255.3% | +4.1% | +251.2% | +265.3% |
| 3Y | +323.1% | -4.6% | +327.7% | +326.9% |
| All | +323.1% | -2.9% | +326.0% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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