+514.8%
MDLZ vs DECK
+36,107.2%
-35,592.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.5% | +3.0% |
| 7D | +8.9% | +10.4% | -1.5% | +8.0% |
| 30D | +15.2% | +11.1% | +4.1% | +14.1% |
| 3M | +9.5% | -10.8% | +20.3% | +10.5% |
| 6M | +11.7% | -8.7% | +20.4% | +12.3% |
| YTD | +28.4% | -14.0% | +42.5% | +29.5% |
| 1Y | +24.4% | +12.0% | +12.4% | +22.5% |
| 3Y | +7.1% | -10.5% | +17.5% | +5.0% |
| 5Y | +24.2% | +28.5% | -4.2% | +16.2% |
| 10Y | +101.3% | +923.3% | -822.0% | +53.7% |
| All | +514.8% | +36,107.2% | -35,592.4% | +268.8% |
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