+390.9%
MDLZ vs DLR
+3,595.7%
-3,204.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | -2.1% | -3.4% | +1.2% | -1.5% |
| 3M | +1.3% | +0.5% | +0.8% | +0.8% |
| 6M | +6.2% | +4.6% | +1.6% | +4.6% |
| YTD | +15.8% | +23.4% | -7.6% | +10.0% |
| 1Y | +4.1% | +19.0% | -14.9% | -0.5% |
| 3Y | -4.1% | +56.5% | -60.6% | -15.1% |
| 5Y | +13.4% | +33.3% | -20.0% | +2.3% |
| 10Y | +75.7% | +165.1% | -89.4% | +35.3% |
| All | +390.9% | +3,595.7% | -3,204.8% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling