+454.2%
MDLZ vs DAR
+12,938.0%
-12,483.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -2.1% | +12.8% | -14.9% | -3.2% |
| 3M | +1.3% | +7.4% | -6.0% | +0.5% |
| 6M | +6.2% | +22.3% | -16.1% | +4.1% |
| YTD | +15.8% | +81.1% | -65.3% | +9.7% |
| 1Y | +4.1% | +106.5% | -102.4% | -2.7% |
| 3Y | -4.1% | +5.3% | -9.4% | -6.3% |
| 5Y | +13.4% | -11.5% | +24.9% | +11.0% |
| 10Y | +75.7% | +353.3% | -277.6% | +47.6% |
| All | +454.2% | +12,938.0% | -12,483.8% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling