+23.5%
MDLZ vs DOCN
+56.0%
-32.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.9% | +15.0% | -1.9% |
| 7D | +6.9% | -29.3% | +36.1% | +4.6% |
| 30D | +12.1% | -46.0% | +58.1% | +8.3% |
| 3M | +7.7% | -43.2% | +50.9% | +4.6% |
| 6M | +10.8% | -53.7% | +64.5% | +7.3% |
| YTD | +27.4% | +46.9% | -19.6% | +27.5% |
| 1Y | +23.5% | +54.3% | -30.8% | +23.2% |
| All | +23.5% | +56.0% | -32.5% | +23.2% |
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