+23.0%
MDLZ vs DFNS
-100.0%
+123.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.5% |
| 7D | +2.3% | -6.0% | +8.3% | +2.3% |
| 30D | +7.9% | -71.2% | +79.1% | +7.8% |
| 3M | +7.3% | -94.5% | +101.8% | +6.9% |
| 6M | +11.7% | -96.5% | +108.2% | +11.7% |
| YTD | +28.7% | -99.6% | +128.4% | +28.4% |
| 1Y | +22.8% | -99.7% | +122.5% | +22.4% |
| 3Y | +6.6% | -100.0% | +106.6% | +5.1% |
| All | +23.0% | -100.0% | +123.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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