+16.5%
MDLZ vs DOCN
+54.1%
-37.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.3% |
| 7D | -1.7% | +1.1% | -2.9% | -1.7% |
| 30D | -2.1% | -9.6% | +7.5% | -2.1% |
| 3M | +1.3% | -37.7% | +39.0% | +1.9% |
| 6M | +6.2% | +115.2% | -109.0% | +3.8% |
| YTD | +15.8% | +133.7% | -117.9% | +12.8% |
| 1Y | +4.1% | +250.2% | -246.0% | +0.2% |
| 3Y | -4.1% | +320.3% | -324.4% | -9.9% |
| All | +16.5% | +54.1% | -37.6% | +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 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