+79.0%
MDLZ vs DLR
+163.6%
-84.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | 0.0% | +3.4% | -3.4% | -0.8% |
| 30D | -1.6% | -2.2% | +0.7% | -1.1% |
| 3M | +0.9% | +4.7% | -3.8% | -0.8% |
| 6M | +7.3% | +9.0% | -1.7% | +4.2% |
| YTD | +16.4% | +24.1% | -7.7% | +9.1% |
| 1Y | +3.0% | +20.9% | -18.0% | -3.2% |
| 3Y | -3.7% | +60.0% | -63.8% | -18.7% |
| 5Y | +15.6% | +35.3% | -19.7% | +1.6% |
| 10Y | +79.0% | +165.8% | -86.8% | +18.4% |
| All | +79.0% | +163.6% | -84.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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