-5.2%
DASH vs MDLZ
+32.8%
-38.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +0.4% | +1.7% | -1.3% | +0.1% |
| 30D | -6.0% | +11.2% | -17.2% | -8.2% |
| 3M | -15.8% | +6.1% | -21.9% | -16.8% |
| 6M | +7.0% | +8.6% | -1.6% | +4.8% |
| YTD | -20.7% | +25.8% | -46.5% | -26.0% |
| 1Y | -8.5% | +21.7% | -30.2% | -13.8% |
| 3Y | +101.8% | +5.8% | +96.0% | +92.3% |
| 5Y | -9.6% | +21.4% | -31.0% | -20.6% |
| All | -5.2% | +32.8% | -38.0% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling