+507.3%
MDLZ vs DINO
+7,853.5%
-7,346.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -0.4% | +4.5% | -4.9% | -0.8% |
| 30D | +8.2% | -20.3% | +28.6% | +10.6% |
| 3M | +8.0% | +16.2% | -8.2% | +6.0% |
| 6M | +9.7% | +44.1% | -34.3% | +5.1% |
| YTD | +26.9% | +126.9% | -100.0% | +15.4% |
| 1Y | +20.9% | +94.0% | -73.1% | +11.7% |
| 3Y | +5.3% | +114.2% | -108.9% | -5.0% |
| 5Y | +21.4% | +250.8% | -229.4% | +1.5% |
| 10Y | +105.7% | +448.4% | -342.7% | +52.4% |
| All | +507.3% | +7,853.5% | -7,346.2% | +231.4% |
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