+102.0%
MDLZ vs D
+44.7%
+57.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.1% |
| 30D | +10.1% | +10.9% | -0.8% | +5.4% |
| 3M | +9.1% | +2.8% | +6.3% | +7.7% |
| 6M | +10.0% | +12.7% | -2.7% | +4.1% |
| YTD | +26.8% | +20.3% | +6.5% | +16.5% |
| 1Y | +22.5% | +17.1% | +5.4% | +13.7% |
| 3Y | +5.3% | +75.1% | -69.9% | -19.6% |
| 5Y | +21.4% | +13.1% | +8.3% | +12.6% |
| 10Y | +102.0% | +48.3% | +53.8% | +56.5% |
| All | +102.0% | +44.7% | +57.3% | +56.5% |
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