+35.0%
MDLZ vs DOCN
+102.5%
-67.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.2% | +10.6% | +3.5% |
| 7D | +8.9% | -20.0% | +28.9% | +8.9% |
| 30D | +15.2% | -38.8% | +54.0% | +15.3% |
| 3M | +9.5% | -34.8% | +44.3% | +9.5% |
| 6M | +11.7% | -22.8% | +34.5% | +11.1% |
| YTD | +28.4% | +74.6% | -46.2% | +25.5% |
| 1Y | +24.4% | +116.4% | -92.0% | +20.9% |
| 3Y | +7.1% | +239.3% | -232.3% | +1.3% |
| 5Y | +24.2% | -20.2% | +44.5% | +17.8% |
| All | +35.0% | +102.5% | -67.4% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling