+35.0%
MDLZ vs DKNG
+143.6%
-108.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | +0.9% | -3.7% | +4.6% | +0.9% |
| 6M | +7.3% | -5.1% | +12.4% | +7.3% |
| YTD | +16.4% | -30.7% | +47.2% | +18.2% |
| 1Y | +3.0% | -48.5% | +51.4% | +5.9% |
| 3Y | -3.7% | -25.1% | +21.3% | -4.6% |
| 5Y | +15.6% | -62.3% | +78.0% | +19.0% |
| All | +35.0% | +143.6% | -108.5% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling