+502.4%
MDLZ vs DD
+398.8%
+103.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +1.7% | +4.6% | -3.0% | +0.6% |
| 30D | +11.2% | +11.8% | -0.6% | +8.4% |
| 3M | +6.1% | +2.2% | +4.0% | +5.4% |
| 6M | +8.6% | -1.6% | +10.2% | +8.3% |
| YTD | +25.8% | +23.0% | +2.8% | +19.1% |
| 1Y | +21.7% | +26.9% | -5.3% | +14.3% |
| 3Y | +5.8% | +77.9% | -72.1% | -9.6% |
| 5Y | +21.4% | +59.9% | -38.5% | +4.6% |
| 10Y | +97.2% | +90.1% | +7.2% | +53.9% |
| All | +502.4% | +398.8% | +103.6% | +237.9% |
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