+15.6%
MDLZ vs DINO
+313.0%
-297.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.5% |
| 7D | 0.0% | +4.2% | -4.1% | -0.1% |
| 30D | -1.6% | +33.9% | -35.4% | -2.3% |
| 3M | +0.9% | +50.5% | -49.7% | -0.2% |
| 6M | +7.3% | +95.2% | -87.8% | +5.5% |
| YTD | +16.4% | +140.6% | -124.1% | +13.7% |
| 1Y | +3.0% | +119.0% | -116.0% | +0.8% |
| 3Y | -3.7% | +100.4% | -104.1% | -6.0% |
| 5Y | +15.6% | +324.6% | -309.0% | +10.2% |
| All | +15.6% | +313.0% | -297.4% | +10.2% |
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