+81.7%
MDLZ vs DLTR
+45.3%
+36.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.9% | -10.1% | +12.0% | +3.4% |
| 30D | +0.4% | -8.1% | +8.5% | +1.5% |
| 3M | -0.6% | +2.9% | -3.5% | -1.2% |
| 6M | +14.7% | +4.3% | +10.4% | +13.3% |
| YTD | +18.0% | -3.9% | +21.9% | +17.7% |
| 1Y | +4.1% | +18.9% | -14.8% | +0.4% |
| 3Y | -4.6% | +1.9% | -6.5% | -7.6% |
| 5Y | +18.4% | +31.0% | -12.6% | +5.7% |
| All | +81.7% | +45.3% | +36.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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