+454.2%
MDLZ vs DINO
+8,107.3%
-7,653.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.7% | +5.7% | -7.4% | -2.3% |
| 30D | -2.1% | +27.8% | -29.9% | -4.6% |
| 3M | +1.3% | +45.6% | -44.3% | -2.8% |
| 6M | +6.2% | +88.5% | -82.3% | -1.0% |
| YTD | +15.8% | +134.1% | -118.3% | +5.2% |
| 1Y | +4.1% | +111.1% | -107.0% | -4.5% |
| 3Y | -4.1% | +109.1% | -113.2% | -13.1% |
| 5Y | +13.4% | +307.2% | -293.8% | -6.7% |
| 10Y | +75.7% | +495.9% | -420.2% | +28.8% |
| All | +454.2% | +8,107.3% | -7,653.1% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling