+363.8%
MDLZ vs DAL
+329.9%
+33.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -1.7% | +0.1% | -1.9% | -1.8% |
| 30D | -2.1% | -13.9% | +11.8% | -0.4% |
| 3M | +1.3% | +1.1% | +0.2% | +0.9% |
| 6M | +6.2% | +26.2% | -20.0% | +2.8% |
| YTD | +15.8% | +16.4% | -0.6% | +12.8% |
| 1Y | +4.1% | +33.9% | -29.7% | -0.5% |
| 3Y | -4.1% | +93.4% | -97.5% | -14.4% |
| 5Y | +13.4% | +106.4% | -93.0% | -1.6% |
| 10Y | +75.7% | +143.0% | -67.2% | +42.5% |
| All | +363.8% | +329.9% | +33.9% | +215.5% |
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