+36.8%
MDLZ vs DKNG
+152.4%
-115.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | -0.3% |
| 7D | +1.9% | +3.0% | -1.1% | +1.7% |
| 30D | +0.4% | -3.0% | +3.4% | +0.5% |
| 3M | -0.6% | -17.6% | +17.0% | +0.2% |
| 6M | +14.7% | -3.2% | +18.0% | +14.6% |
| YTD | +18.0% | -28.2% | +46.2% | +19.5% |
| 1Y | +4.1% | -46.1% | +50.2% | +6.8% |
| 3Y | -4.6% | -22.2% | +17.6% | -5.7% |
| 5Y | +18.4% | -60.4% | +78.8% | +21.4% |
| All | +36.8% | +152.4% | -115.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 10y: compounded portfolio wealth divided by compounded DKNG 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…
10y analysis · Full analysis span regression · 6 months rolling