+22.2%
MDLZ vs D
+13.0%
+9.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | +8.9% | +1.0% | +8.0% | +8.5% |
| 6M | +10.5% | +11.0% | -0.5% | +6.2% |
| YTD | +27.1% | +19.8% | +7.4% | +18.7% |
| 1Y | +20.9% | +16.0% | +5.0% | +14.1% |
| 3Y | +5.5% | +74.4% | -68.8% | -14.4% |
| 5Y | +22.2% | +13.5% | +8.7% | +19.3% |
| All | +22.2% | +13.0% | +9.3% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling