+17.3%
MDLZ vs DHI
+61.2%
-43.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.3% |
| 7D | +1.9% | -3.4% | +5.3% | +2.5% |
| 30D | +0.4% | -5.4% | +5.9% | +1.3% |
| 3M | -0.6% | -10.4% | +9.8% | +1.0% |
| 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% | +7.7% |
| 3Y | -4.6% | +20.7% | -25.3% | -11.3% |
| All | +17.3% | +61.2% | -43.9% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling