+7.1%
MDLZ vs D
+82.3%
-75.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +6.9% | +6.9% | -0.1% | +4.3% |
| 30D | +12.1% | +12.3% | -0.2% | +7.5% |
| 3M | +7.7% | +3.0% | +4.6% | +6.3% |
| 6M | +10.8% | +12.8% | -2.0% | +5.9% |
| YTD | +27.4% | +22.6% | +4.8% | +18.1% |
| 1Y | +23.5% | +21.7% | +1.9% | +14.7% |
| All | +7.1% | +82.3% | -75.2% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling