-41.5%
DIS vs MDLZ
+16.9%
-58.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +0.1% | -1.6% | +1.7% | +0.6% |
| 3M | +7.1% | +0.9% | +6.2% | +6.7% |
| 6M | +4.3% | +7.3% | -3.1% | +2.2% |
| YTD | -6.9% | +16.4% | -23.4% | -11.1% |
| 1Y | -10.3% | +3.0% | -13.3% | -11.4% |
| 3Y | +32.8% | -3.7% | +36.5% | +31.2% |
| 5Y | -41.5% | +15.6% | -57.1% | -50.9% |
| All | -41.5% | +16.9% | -58.4% | -50.9% |
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