+23.5%
MDLZ vs DOC
+21.7%
+1.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +6.9% | +6.2% | +0.6% | +5.6% |
| 30D | +12.1% | +6.5% | +5.6% | +10.7% |
| 3M | +7.7% | -6.2% | +13.9% | +8.5% |
| 6M | +10.8% | +25.6% | -14.8% | +8.0% |
| YTD | +27.4% | +32.1% | -4.7% | +22.8% |
| 1Y | +23.5% | +20.3% | +3.2% | +23.2% |
| All | +23.5% | +21.7% | +1.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling