+22.2%
MDLZ vs DOCN
-32.3%
+54.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.2% |
| 7D | +1.7% | -19.2% | +20.8% | +1.6% |
| 30D | +11.2% | -43.1% | +54.2% | +11.2% |
| 3M | +6.1% | -40.7% | +46.8% | +6.1% |
| 6M | +8.6% | -55.0% | +63.5% | +8.8% |
| YTD | +25.8% | +50.6% | -24.8% | +22.5% |
| 1Y | +21.7% | +54.0% | -32.3% | +18.3% |
| 3Y | +5.8% | +203.9% | -198.1% | -1.1% |
| All | +22.2% | -32.3% | +54.4% | +14.9% |
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 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