+81.7%
MDLZ vs DHI
+414.5%
-332.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.4% |
| 7D | +1.9% | -3.4% | +5.3% | +2.6% |
| 30D | +0.4% | -5.4% | +5.9% | +1.5% |
| 3M | -0.6% | -10.4% | +9.8% | +1.3% |
| 6M | +14.7% | -2.8% | +17.5% | +14.6% |
| YTD | +18.0% | -3.4% | +21.4% | +17.8% |
| 1Y | +4.1% | -22.9% | +27.0% | +8.6% |
| 3Y | -4.6% | +20.7% | -25.3% | -12.0% |
| 5Y | +18.4% | +62.1% | -43.8% | -0.8% |
| All | +81.7% | +414.5% | -332.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling