+74.8%
MDLZ vs D
+35.0%
+39.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.7% | +1.5% | -3.2% | -2.4% |
| 30D | -2.1% | -2.6% | +0.5% | -1.0% |
| 3M | +1.3% | 0.0% | +1.3% | +1.3% |
| 6M | +6.2% | +7.4% | -1.2% | +2.5% |
| YTD | +15.8% | +15.9% | -0.1% | +8.0% |
| 1Y | +4.1% | +18.1% | -14.0% | -3.9% |
| 3Y | -4.1% | +58.4% | -62.5% | -24.0% |
| 5Y | +13.4% | +5.2% | +8.2% | +8.5% |
| All | +74.8% | +35.0% | +39.8% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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