+143.3%
DELL vs MDLZ
+22.7%
+120.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.3% | -6.4% |
| 7D | -24.6% | +8.9% | -33.5% | -19.6% |
| 30D | -32.5% | +15.2% | -47.7% | -25.9% |
| 3M | -20.2% | +9.5% | -29.7% | -14.5% |
| 6M | +76.5% | +11.7% | +64.8% | +91.8% |
| YTD | +198.9% | +28.4% | +170.5% | +221.7% |
| 1Y | +143.3% | +24.4% | +118.9% | +169.0% |
| All | +143.3% | +22.7% | +120.7% | +169.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling