+410.2%
MDLZ vs DAL
+359.0%
+51.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.3% |
| 7D | +6.9% | +4.6% | +2.3% | +6.3% |
| 30D | +12.1% | +2.3% | +9.8% | +11.7% |
| 3M | +7.7% | -8.1% | +15.8% | +8.6% |
| 6M | +10.8% | +21.4% | -10.6% | +7.8% |
| YTD | +27.4% | +24.3% | +3.1% | +23.0% |
| 1Y | +23.5% | +47.4% | -23.9% | +16.8% |
| 3Y | +6.2% | +164.6% | -158.4% | -9.0% |
| 5Y | +22.9% | +100.2% | -77.3% | +7.2% |
| 10Y | +99.6% | +124.9% | -25.3% | +63.3% |
| All | +410.2% | +359.0% | +51.2% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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