+278.0%
MRVL vs MDLZ
+18.0%
+259.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +8.7% | +1.7% | +7.0% | +8.7% |
| 30D | +6.9% | +1.1% | +5.8% | +6.9% |
| 3M | -10.1% | -1.8% | -8.3% | -9.6% |
| 6M | +143.4% | +12.3% | +131.1% | +137.9% |
| YTD | +167.5% | +18.0% | +149.4% | +158.2% |
| 1Y | +239.0% | +3.8% | +235.2% | +235.4% |
| 3Y | +311.0% | -2.4% | +313.4% | +298.4% |
| 5Y | +278.0% | +18.4% | +259.6% | +182.4% |
| All | +278.0% | +18.0% | +259.9% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling