+79.0%
MDLZ vs DAR
+367.0%
-288.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | +0.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -1.6% | +13.0% | -14.5% | -3.5% |
| 3M | +0.9% | +15.0% | -14.1% | -1.5% |
| 6M | +7.3% | +26.8% | -19.5% | +3.1% |
| YTD | +16.4% | +86.4% | -70.0% | +5.3% |
| 1Y | +3.0% | +115.1% | -112.1% | -9.2% |
| 3Y | -3.7% | +14.6% | -18.3% | -8.2% |
| 5Y | +15.6% | -8.8% | +24.4% | +11.6% |
| 10Y | +79.0% | +356.5% | -277.6% | +11.7% |
| All | +79.0% | +367.0% | -288.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling