+454.2%
MDLZ vs DOC
+452.5%
+1.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.7% | -1.5% | -0.3% | -1.4% |
| 30D | -2.1% | -4.8% | +2.7% | -1.0% |
| 3M | +1.3% | +6.9% | -5.6% | -0.2% |
| 6M | +6.2% | +20.7% | -14.5% | +1.2% |
| YTD | +15.8% | +34.1% | -18.4% | +7.5% |
| 1Y | +4.1% | +22.6% | -18.5% | -1.4% |
| 3Y | -4.1% | +20.8% | -24.9% | -9.9% |
| 5Y | +13.4% | -24.9% | +38.2% | +17.7% |
| 10Y | +75.7% | -1.8% | +77.6% | +66.0% |
| All | +454.2% | +452.5% | +1.7% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling