+21.4%
MDLZ vs DE
+107.4%
-85.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.2% | +3.3% | -1.1% | +1.8% |
| 30D | +10.1% | +10.7% | -0.6% | +8.7% |
| 3M | +9.1% | +13.1% | -4.0% | +7.3% |
| 6M | +10.0% | +20.2% | -10.2% | +7.1% |
| YTD | +26.8% | +48.9% | -22.0% | +19.3% |
| 1Y | +22.5% | +46.6% | -24.1% | +15.4% |
| 3Y | +5.3% | +91.4% | -86.1% | -5.4% |
| 5Y | +21.4% | +108.1% | -86.7% | +6.7% |
| All | +21.4% | +107.4% | -85.9% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling