+61.6%
DRAM vs MDLZ
+19.1%
+42.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.1% | +10.8% |
| 7D | -0.6% | -1.0% | +0.4% | -2.5% |
| 30D | -18.0% | +7.9% | -26.0% | -5.1% |
| 3M | -11.9% | +8.9% | -20.8% | +4.1% |
| 6M | -18.6% | +10.5% | -29.1% | +5.4% |
| All | +61.6% | +19.1% | +42.5% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling