+412.4%
DIS vs MDLZ
+502.3%
-89.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.4% | +2.2% | +2.2% | +3.4% |
| 30D | +10.3% | +10.1% | +0.2% | +5.3% |
| 3M | +15.5% | +9.1% | +6.4% | +10.7% |
| 6M | +11.2% | +10.0% | +1.2% | +5.9% |
| YTD | +5.6% | +26.8% | -21.3% | -6.8% |
| 1Y | +7.7% | +22.5% | -14.8% | -3.4% |
| 3Y | +39.3% | +5.3% | +34.0% | +30.8% |
| 5Y | -29.5% | +21.4% | -51.0% | -39.2% |
| 10Y | +36.3% | +102.0% | -65.8% | -11.2% |
| All | +412.4% | +502.3% | -89.9% | +79.6% |
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