+6.6%
MDLZ vs DKS
+44.7%
-38.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.4% |
| 7D | +2.3% | +6.3% | -4.0% | +2.1% |
| 30D | +7.9% | +9.3% | -1.4% | +7.6% |
| 3M | +7.3% | -25.3% | +32.5% | +7.5% |
| 6M | +11.7% | -29.2% | +40.9% | +12.0% |
| YTD | +28.7% | -22.7% | +51.5% | +29.0% |
| 1Y | +22.8% | -30.1% | +52.9% | +23.1% |
| 3Y | +6.6% | +45.6% | -39.0% | +9.7% |
| All | +6.6% | +44.7% | -38.1% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling