+5.8%
DASH vs MDLZ
+22.8%
-17.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.5% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | -7.3% | -1.6% | -5.8% | -7.0% |
| 3M | +31.4% | +0.9% | +30.6% | +30.9% |
| 6M | +11.9% | +7.3% | +4.5% | +9.5% |
| YTD | -11.5% | +16.4% | -27.9% | -16.0% |
| 1Y | -20.0% | +3.0% | -23.0% | -21.2% |
| 3Y | +143.9% | -3.7% | +147.7% | +139.3% |
| 5Y | -0.2% | +15.6% | -15.9% | -11.0% |
| All | +5.8% | +22.8% | -17.1% | -9.0% |
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