+62.5%
DRAM vs MDLZ
+20.3%
+42.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.8% | +0.6% |
| 7D | -16.6% | +8.9% | -25.6% | -2.8% |
| 30D | -26.9% | +15.2% | -42.1% | -5.3% |
| 3M | -17.8% | +9.5% | -27.3% | -1.9% |
| 6M | +6.2% | +11.7% | -5.5% | +40.4% |
| All | +62.5% | +20.3% | +42.2% | +110.8% |
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