+24.2%
MDLZ vs DECK
+31.2%
-7.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.5% | +3.1% |
| 7D | +8.9% | +10.4% | -1.5% | +8.2% |
| 30D | +15.2% | +11.1% | +4.1% | +14.4% |
| 3M | +9.5% | -10.8% | +20.3% | +10.2% |
| 6M | +11.7% | -8.7% | +20.4% | +12.2% |
| YTD | +28.4% | -14.0% | +42.5% | +29.2% |
| 1Y | +24.4% | +12.0% | +12.4% | +23.3% |
| 3Y | +7.1% | -10.5% | +17.5% | +3.6% |
| 5Y | +24.2% | +28.5% | -4.2% | +9.2% |
| All | +24.2% | +31.2% | -7.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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