+748.1%
DIA vs MDLZ
+449.8%
+298.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -0.2% | -1.7% | +1.5% | +0.6% |
| 30D | -1.5% | -2.1% | +0.6% | -0.7% |
| 3M | +3.8% | +1.3% | +2.4% | +2.5% |
| 6M | +10.3% | +6.2% | +4.1% | +6.3% |
| YTD | +12.1% | +15.8% | -3.7% | +3.5% |
| 1Y | +18.6% | +4.1% | +14.5% | +14.5% |
| 3Y | +60.6% | -4.1% | +64.7% | +57.7% |
| 5Y | +64.4% | +13.4% | +51.1% | +47.8% |
| 10Y | +250.1% | +75.7% | +174.4% | +154.3% |
| All | +748.1% | +449.8% | +298.2% | +247.5% |
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