+21.4%
MDLZ vs DINO
+245.2%
-223.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +2.2% | -12.9% | +15.1% | +2.4% |
| 30D | +10.1% | -18.6% | +28.7% | +10.6% |
| 3M | +9.1% | +16.6% | -7.5% | +8.6% |
| 6M | +10.0% | +38.2% | -28.2% | +9.0% |
| YTD | +26.8% | +119.3% | -92.5% | +24.2% |
| 1Y | +22.5% | +84.3% | -61.8% | +20.5% |
| 3Y | +5.3% | +107.1% | -101.8% | +2.6% |
| 5Y | +21.4% | +249.9% | -228.5% | +18.5% |
| All | +21.4% | +245.2% | -223.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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