+11.7%
DASH vs MDLZ
+22.2%
-10.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | -10.6% | -1.7% | -8.8% | -10.2% |
| 30D | +2.2% | -2.1% | +4.3% | +2.7% |
| 3M | +32.3% | +1.3% | +31.0% | +31.5% |
| 6M | +19.1% | +6.2% | +12.9% | +16.9% |
| YTD | -6.5% | +15.8% | -22.3% | -11.1% |
| 1Y | -14.9% | +4.1% | -19.0% | -16.6% |
| 3Y | +151.9% | -4.1% | +156.0% | +147.2% |
| 5Y | +9.4% | +13.4% | -3.9% | -2.6% |
| All | +11.7% | +22.2% | -10.4% | -3.8% |
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 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