+454.2%
MDLZ vs D
+479.1%
-24.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -1.7% | +0.4% | -2.2% | -1.9% |
| 30D | -2.1% | -3.6% | +1.5% | -0.7% |
| 3M | +1.3% | -1.0% | +2.3% | +1.7% |
| 6M | +6.2% | +6.3% | -0.1% | +3.3% |
| YTD | +15.8% | +14.7% | +1.1% | +9.1% |
| 1Y | +4.1% | +16.9% | -12.8% | -2.8% |
| 3Y | -4.1% | +56.8% | -60.9% | -21.7% |
| 5Y | +13.4% | +5.2% | +8.2% | +7.8% |
| 10Y | +75.7% | +35.9% | +39.9% | +47.9% |
| All | +454.2% | +479.1% | -24.8% | +218.3% |
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 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