+3.8%
MDLZ vs DE
+44.9%
-41.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.7% | -2.4% | +4.0% | +1.7% |
| 30D | +1.1% | +9.7% | -8.6% | +0.9% |
| 3M | -1.8% | +21.4% | -23.2% | -2.7% |
| 6M | +12.3% | +15.0% | -2.7% | +11.5% |
| YTD | +18.0% | +46.4% | -28.4% | +15.4% |
| 1Y | +3.8% | +45.6% | -41.8% | +0.4% |
| All | +3.8% | +44.9% | -41.1% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling