+509.7%
MDLZ vs D
+512.5%
-2.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +6.9% | +6.9% | -0.1% | +4.1% |
| 30D | +12.1% | +12.3% | -0.2% | +7.0% |
| 3M | +7.7% | +3.0% | +4.6% | +6.3% |
| 6M | +10.8% | +12.8% | -2.0% | +5.3% |
| YTD | +27.4% | +22.6% | +4.8% | +16.9% |
| 1Y | +23.5% | +21.7% | +1.9% | +13.6% |
| 3Y | +6.2% | +83.9% | -77.7% | -18.5% |
| 5Y | +22.9% | +14.0% | +8.9% | +13.3% |
| 10Y | +99.6% | +45.6% | +54.0% | +63.5% |
| All | +509.7% | +512.5% | -2.8% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling