+4,521.4%
DELL vs MDLZ
+84.5%
+4,436.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.3% |
| 30D | +14.9% | +1.1% | +13.8% | +14.5% |
| 3M | +37.2% | -1.8% | +39.1% | +37.0% |
| 6M | +254.0% | +12.3% | +241.7% | +235.5% |
| YTD | +306.1% | +18.0% | +288.1% | +277.1% |
| 1Y | +312.3% | +3.8% | +308.5% | +300.0% |
| 3Y | +654.0% | -2.4% | +656.4% | +623.4% |
| 5Y | +1,055.3% | +18.4% | +1,036.9% | +883.6% |
| 10Y | +3,948.9% | +88.1% | +3,860.8% | +2,795.2% |
| All | +4,521.4% | +84.5% | +4,436.9% | +3,207.2% |
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