+3.8%
MDLZ vs DKS
-38.2%
+42.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +1.7% | -4.7% | +6.4% | +1.9% |
| 30D | +1.1% | -35.1% | +36.2% | +3.1% |
| 3M | -1.8% | -37.7% | +35.9% | +0.4% |
| 6M | +12.3% | -30.7% | +43.0% | +14.4% |
| YTD | +18.0% | -31.9% | +50.0% | +19.8% |
| 1Y | +3.8% | -40.0% | +43.8% | +6.5% |
| All | +3.8% | -38.2% | +42.0% | +6.5% |
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