+6.6%
MDLZ vs DD
+88.8%
-82.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +2.3% | +5.0% | -2.7% | +2.0% |
| 30D | +7.9% | +19.7% | -11.7% | +6.7% |
| 3M | +7.3% | +7.2% | +0.1% | +6.7% |
| 6M | +11.7% | +1.0% | +10.6% | +11.6% |
| YTD | +28.7% | +29.1% | -0.4% | +25.8% |
| 1Y | +22.8% | +28.5% | -5.7% | +19.9% |
| 3Y | +6.6% | +89.4% | -82.9% | 0.0% |
| All | +6.6% | +88.8% | -82.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling