+459.9%
DDOG vs MDLZ
+33.9%
+426.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -10.1% | -1.6% | -8.6% | -9.9% |
| 3M | -9.3% | +0.9% | -10.1% | -10.0% |
| 6M | +67.2% | +7.3% | +59.8% | +61.5% |
| YTD | +54.6% | +16.4% | +38.1% | +43.2% |
| 1Y | +54.1% | +3.0% | +51.1% | +50.0% |
| 3Y | +115.3% | -3.7% | +119.0% | +109.0% |
| 5Y | +50.6% | +15.6% | +35.0% | +27.8% |
| All | +459.9% | +33.9% | +426.0% | +320.6% |
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