+24.4%
MDLZ vs DKS
-29.5%
+53.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +2.8% |
| 7D | +8.9% | +8.4% | +0.5% | +8.1% |
| 30D | +15.2% | +7.7% | +7.5% | +14.5% |
| 3M | +9.5% | -25.8% | +35.2% | +10.4% |
| 6M | +11.7% | -31.0% | +42.7% | +13.0% |
| YTD | +28.4% | -23.8% | +52.2% | +29.3% |
| 1Y | +24.4% | -29.8% | +54.2% | +25.6% |
| All | +24.4% | -29.5% | +53.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling