-10.0%
DIS vs MDLZ
+4.4%
-14.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +1.0% | +1.4% | -0.5% | +0.7% |
| 3M | +5.7% | 0.0% | +5.7% | +5.3% |
| 6M | +3.3% | +9.1% | -5.9% | +2.0% |
| YTD | -7.7% | +17.9% | -25.7% | -10.4% |
| 1Y | -10.0% | +3.2% | -13.2% | -12.0% |
| All | -10.0% | +4.4% | -14.4% | -12.0% |
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