+106.1%
MDLZ vs D
+47.5%
+58.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.0% | -2.4% | +1.4% | +0.1% |
| 30D | +7.9% | +9.0% | -1.0% | +4.0% |
| 3M | +8.9% | +1.0% | +8.0% | +8.4% |
| 6M | +10.5% | +11.0% | -0.5% | +5.3% |
| YTD | +27.1% | +19.8% | +7.4% | +17.0% |
| 1Y | +20.9% | +16.0% | +5.0% | +12.7% |
| 3Y | +5.5% | +74.4% | -68.8% | -19.2% |
| 5Y | +22.2% | +13.5% | +8.7% | +13.1% |
| 10Y | +106.1% | +48.4% | +57.8% | +59.5% |
| All | +106.1% | +47.5% | +58.7% | +59.5% |
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