+11.7%
MDLZ vs DECK
-10.6%
+22.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.5% | +2.0% |
| 7D | +8.9% | +10.4% | -1.5% | +6.4% |
| 30D | +15.2% | +11.1% | +4.1% | +12.4% |
| 3M | +9.5% | -10.8% | +20.3% | +12.1% |
| 6M | +11.7% | -8.7% | +20.4% | +14.3% |
| All | +11.7% | -10.6% | +22.3% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling