-3.9%
MDLZ vs DOCN
+324.7%
-328.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.2% |
| 7D | -1.7% | +1.1% | -2.9% | -1.7% |
| 30D | -2.1% | -9.6% | +7.5% | -2.3% |
| 3M | +1.3% | -37.7% | +39.0% | +0.9% |
| 6M | +6.2% | +115.2% | -109.0% | +6.7% |
| YTD | +15.8% | +133.7% | -117.9% | +16.5% |
| 1Y | +4.1% | +250.2% | -246.0% | +4.8% |
| All | -3.9% | +324.7% | -328.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling