+4,266.9%
MRVL vs MDLZ
+460.1%
+3,806.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.8% |
| 7D | +13.8% | 0.0% | +13.9% | +13.8% |
| 30D | +12.7% | +1.4% | +11.2% | +12.0% |
| 3M | -11.9% | 0.0% | -11.9% | -13.5% |
| 6M | +153.8% | +9.1% | +144.7% | +139.2% |
| YTD | +177.0% | +17.9% | +159.0% | +151.5% |
| 1Y | +252.3% | +3.2% | +249.1% | +237.0% |
| 3Y | +325.5% | -2.5% | +328.0% | +301.8% |
| 5Y | +290.9% | +17.6% | +273.3% | +237.9% |
| 10Y | +1,954.1% | +87.9% | +1,866.2% | +1,330.8% |
| All | +4,266.9% | +460.1% | +3,806.9% | +1,498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling