+90.0%
MDLZ vs DAR
+268.8%
-178.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +1.7% | -9.9% | +11.6% | +3.1% |
| 30D | +11.2% | -16.4% | +27.6% | +13.9% |
| 3M | +6.1% | -17.1% | +23.2% | +8.6% |
| 6M | +8.6% | -20.5% | +29.0% | +11.6% |
| YTD | +25.8% | +39.4% | -13.6% | +18.6% |
| 1Y | +21.7% | +57.2% | -35.6% | +12.5% |
| 3Y | +5.8% | +13.9% | -8.1% | +0.2% |
| 5Y | +21.4% | -40.8% | +62.2% | +25.9% |
| All | +90.0% | +268.8% | -178.7% | +22.5% |
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