+10.5%
MDLZ vs DFNS
-96.0%
+106.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.7% | -12.5% | +0.2% |
| 7D | -1.0% | -13.0% | +12.0% | -1.0% |
| 30D | +7.9% | -56.9% | +64.8% | +8.0% |
| 3M | +8.9% | -93.2% | +102.1% | +9.4% |
| 6M | +10.5% | -95.4% | +105.9% | +3.0% |
| All | +10.5% | -96.0% | +106.5% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling