+107.6%
MDLZ vs DE
+762.0%
-654.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +7.9% | +3.6% | +4.4% | +7.1% |
| 3M | +7.3% | +10.2% | -3.0% | +4.9% |
| 6M | +11.7% | +16.6% | -4.9% | +7.5% |
| YTD | +28.7% | +45.8% | -17.1% | +17.2% |
| 1Y | +22.8% | +43.9% | -21.1% | +12.0% |
| 3Y | +6.6% | +89.6% | -83.0% | -10.3% |
| 5Y | +23.2% | +100.3% | -77.1% | -0.2% |
| All | +107.6% | +762.0% | -654.5% | +22.6% |
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