+464.6%
MDLZ vs DHI
+2,540.1%
-2,075.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | +1.4% | -5.3% | +6.7% | +2.2% |
| 3M | 0.0% | -7.8% | +7.8% | +0.9% |
| 6M | +9.1% | -5.4% | +14.5% | +9.5% |
| YTD | +17.9% | -2.7% | +20.6% | +17.8% |
| 1Y | +3.2% | -21.0% | +24.2% | +6.0% |
| 3Y | -2.5% | +22.2% | -24.7% | -7.3% |
| 5Y | +17.6% | +62.2% | -44.6% | +5.9% |
| 10Y | +87.9% | +414.3% | -326.3% | +41.2% |
| All | +464.6% | +2,540.1% | -2,075.5% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling