+64.1%
DIA vs MDLZ
+17.7%
+46.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | +1.9% | -3.4% | -2.0% |
| 30D | -2.0% | +0.4% | -2.5% | -2.2% |
| 3M | +3.6% | -0.6% | +4.2% | +3.5% |
| 6M | +11.5% | +14.7% | -3.2% | +6.8% |
| YTD | +10.4% | +18.0% | -7.6% | +4.3% |
| 1Y | +15.6% | +4.1% | +11.4% | +13.4% |
| 3Y | +58.9% | -4.6% | +63.4% | +58.8% |
| All | +64.1% | +17.7% | +46.5% | +42.2% |
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 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