+21.7%
MDLZ vs DOCN
+50.9%
-29.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.0% |
| 7D | +1.7% | -19.2% | +20.8% | +0.3% |
| 30D | +11.2% | -43.1% | +54.2% | +7.8% |
| 3M | +6.1% | -40.7% | +46.8% | +3.4% |
| 6M | +8.6% | -55.0% | +63.5% | +5.2% |
| YTD | +25.8% | +50.6% | -24.8% | +26.3% |
| 1Y | +21.7% | +54.0% | -32.3% | +21.7% |
| All | +21.7% | +50.9% | -29.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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