+454.2%
MDLZ vs DE
+5,830.6%
-5,376.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -1.7% | +10.0% | -11.8% | -3.7% |
| 30D | -2.1% | +13.3% | -15.4% | -4.7% |
| 3M | +1.3% | +17.5% | -16.2% | -2.3% |
| 6M | +6.2% | +13.6% | -7.4% | +2.8% |
| YTD | +15.8% | +49.8% | -34.0% | +5.4% |
| 1Y | +4.1% | +47.9% | -43.7% | -5.1% |
| 3Y | -4.1% | +72.5% | -76.6% | -16.5% |
| 5Y | +13.4% | +90.2% | -76.9% | -5.3% |
| 10Y | +75.7% | +865.4% | -789.6% | +0.1% |
| All | +454.2% | +5,830.6% | -5,376.4% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling