+454.2%
MDLZ vs DECK
+34,766.4%
-34,312.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.4% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | -2.1% | -13.6% | +11.5% | -0.9% |
| 3M | +1.3% | -21.2% | +22.6% | +3.3% |
| 6M | +6.2% | -21.1% | +27.3% | +8.1% |
| YTD | +15.8% | -17.2% | +33.0% | +17.2% |
| 1Y | +4.1% | -30.7% | +34.9% | +6.7% |
| 3Y | -4.1% | -3.4% | -0.7% | -6.7% |
| 5Y | +13.4% | +25.5% | -12.2% | +6.1% |
| 10Y | +75.7% | +714.7% | -638.9% | +36.6% |
| All | +454.2% | +34,766.4% | -34,312.1% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling