+22.9%
MDLZ vs DOCN
-34.6%
+57.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.9% | +15.0% | -0.9% |
| 7D | +6.9% | -29.3% | +36.1% | +6.8% |
| 30D | +12.1% | -46.0% | +58.1% | +12.1% |
| 3M | +7.7% | -43.2% | +50.9% | +7.7% |
| 6M | +10.8% | -53.7% | +64.5% | +10.9% |
| YTD | +27.4% | +46.9% | -19.6% | +24.1% |
| 1Y | +23.5% | +54.3% | -30.8% | +20.1% |
| 3Y | +6.2% | +185.5% | -179.4% | -0.4% |
| 5Y | +22.9% | -31.1% | +54.0% | +15.4% |
| All | +22.9% | -34.6% | +57.4% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling