+87.9%
MDLZ vs DE
+852.3%
-764.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.6% |
| 30D | +1.4% | +11.1% | -9.7% | -0.9% |
| 3M | 0.0% | +17.6% | -17.6% | -3.7% |
| 6M | +9.1% | +13.6% | -4.4% | +5.6% |
| YTD | +17.9% | +46.3% | -28.3% | +7.3% |
| 1Y | +3.2% | +44.2% | -40.9% | -5.9% |
| 3Y | -2.5% | +76.6% | -79.1% | -16.5% |
| 5Y | +17.6% | +98.2% | -80.6% | -4.8% |
| 10Y | +87.9% | +863.5% | -775.6% | -3.3% |
| All | +87.9% | +852.3% | -764.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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