+454.2%
MDLZ vs DD
+347.9%
+106.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -1.7% | -3.5% | +1.8% | -1.0% |
| 30D | -2.1% | -10.3% | +8.2% | +0.1% |
| 3M | +1.3% | -7.5% | +8.9% | +2.8% |
| 6M | +6.2% | -8.0% | +14.2% | +7.4% |
| YTD | +15.8% | +10.5% | +5.3% | +12.4% |
| 1Y | +4.1% | +38.3% | -34.2% | -4.1% |
| 3Y | -4.1% | +42.5% | -46.6% | -14.0% |
| 5Y | +13.4% | +60.2% | -46.8% | -2.5% |
| 10Y | +75.7% | +68.9% | +6.9% | +40.9% |
| All | +454.2% | +347.9% | +106.3% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling