+1,145.9%
DELL vs MDLZ
+17.7%
+1,128.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | +1.9% | +6.3% | +8.3% |
| 30D | +17.1% | +0.4% | +16.7% | +17.1% |
| 3M | +45.2% | -0.6% | +45.8% | +45.5% |
| 6M | +286.8% | +14.7% | +272.1% | +282.2% |
| YTD | +354.8% | +18.0% | +336.8% | +348.7% |
| 1Y | +358.3% | +4.1% | +354.1% | +356.8% |
| 3Y | +724.9% | -4.6% | +729.5% | +722.9% |
| All | +1,145.9% | +17.7% | +1,128.3% | +973.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling