+507.1%
MDLZ vs DE
+5,794.3%
-5,287.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.2% | +3.3% | -1.1% | +1.5% |
| 30D | +10.1% | +10.7% | -0.6% | +7.9% |
| 3M | +9.1% | +13.1% | -4.0% | +6.2% |
| 6M | +10.0% | +20.2% | -10.2% | +5.3% |
| YTD | +26.8% | +48.9% | -22.0% | +15.5% |
| 1Y | +22.5% | +46.6% | -24.1% | +11.8% |
| 3Y | +5.3% | +91.4% | -86.1% | -10.3% |
| 5Y | +21.4% | +108.1% | -86.7% | -0.4% |
| 10Y | +102.0% | +782.7% | -680.6% | +17.1% |
| All | +507.1% | +5,794.3% | -5,287.2% | +131.5% |
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