-14.9%
DRAM vs MDLZ
+9.6%
-24.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -3.1% |
| 7D | +18.0% | -0.4% | +18.4% | +17.0% |
| 30D | -17.4% | +8.2% | -25.6% | -0.2% |
| 3M | -20.3% | +8.0% | -28.3% | -4.1% |
| 6M | -14.9% | +9.7% | -24.6% | +15.5% |
| All | -14.9% | +9.6% | -24.5% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling