+516.3%
MDLZ vs DLTR
+1,520.0%
-1,003.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.7% | +1.8% |
| 7D | +2.3% | +5.3% | -3.0% | +1.5% |
| 30D | +7.9% | +13.4% | -5.5% | +5.9% |
| 3M | +7.3% | +6.6% | +0.7% | +6.0% |
| 6M | +11.7% | +59.1% | -47.4% | +3.9% |
| YTD | +28.7% | +12.3% | +16.5% | +25.4% |
| 1Y | +22.8% | +33.9% | -11.1% | +16.4% |
| 3Y | +6.6% | +23.0% | -16.4% | -0.2% |
| 5Y | +23.2% | +22.1% | +1.1% | +13.4% |
| 10Y | +108.7% | +77.5% | +31.3% | +75.1% |
| All | +516.3% | +1,520.0% | -1,003.8% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling