-4.5%
MDLZ vs DHI
+19.0%
-23.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | +1.7% | -6.1% | +7.8% | +2.6% |
| 30D | +1.1% | -10.1% | +11.2% | +2.6% |
| 3M | -1.8% | -7.3% | +5.5% | -1.0% |
| 6M | +12.3% | -6.1% | +18.4% | +12.7% |
| YTD | +18.0% | -5.0% | +23.1% | +18.2% |
| 1Y | +3.8% | -22.1% | +25.9% | +6.3% |
| All | -4.5% | +19.0% | -23.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling