+10.8%
MDLZ vs DOCN
-45.7%
+56.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.9% | +15.0% | -2.8% |
| 7D | +6.9% | -29.3% | +36.1% | +2.6% |
| 30D | +12.1% | -46.0% | +58.1% | +5.0% |
| 3M | +7.7% | -43.2% | +50.9% | +1.9% |
| 6M | +10.8% | -53.7% | +64.5% | +2.8% |
| All | +10.8% | -45.7% | +56.5% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling