+6.6%
MDLZ vs DLTR
+21.5%
-14.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.7% | +1.6% |
| 7D | +2.3% | +5.3% | -3.0% | +1.9% |
| 30D | +7.9% | +13.4% | -5.5% | +7.1% |
| 3M | +7.3% | +6.6% | +0.7% | +6.7% |
| 6M | +11.7% | +59.1% | -47.4% | +9.3% |
| YTD | +28.7% | +12.3% | +16.5% | +27.5% |
| 1Y | +22.8% | +33.9% | -11.1% | +20.8% |
| 3Y | +6.6% | +23.0% | -16.4% | +7.5% |
| All | +6.6% | +21.5% | -14.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling