+79.0%
MDLZ vs DD
+69.4%
+9.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -1.6% | -7.4% | +5.9% | -0.1% |
| 3M | +0.9% | -6.4% | +7.3% | +2.0% |
| 6M | +7.3% | -2.5% | +9.8% | +7.2% |
| YTD | +16.4% | +10.2% | +6.2% | +13.1% |
| 1Y | +3.0% | +36.9% | -34.0% | -4.7% |
| 3Y | -3.7% | +47.0% | -50.7% | -14.1% |
| 5Y | +15.6% | +63.1% | -47.5% | -1.2% |
| 10Y | +79.0% | +68.2% | +10.8% | +36.4% |
| All | +79.0% | +69.4% | +9.6% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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