+411.4%
DIS vs MDLZ
+511.4%
-100.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | -0.1% |
| 7D | +1.9% | +2.3% | -0.4% | +0.8% |
| 30D | +9.2% | +7.9% | +1.2% | +5.2% |
| 3M | +13.5% | +7.3% | +6.3% | +9.7% |
| 6M | +14.3% | +11.7% | +2.6% | +8.0% |
| YTD | +5.4% | +28.7% | -23.4% | -7.7% |
| 1Y | +12.2% | +22.8% | -10.6% | +0.5% |
| 3Y | +37.2% | +6.6% | +30.6% | +28.1% |
| 5Y | -23.1% | +23.2% | -46.3% | -34.2% |
| 10Y | +32.2% | +108.7% | -76.5% | -15.2% |
| All | +411.4% | +511.4% | -100.0% | +78.0% |
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 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