+8.0%
MDLZ vs DOCS
+57.4%
-49.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.9% | +3.5% |
| 7D | +8.9% | +1.2% | +7.7% | +8.9% |
| 30D | +15.2% | +21.3% | -6.1% | +15.4% |
| 3M | +9.5% | +58.4% | -48.9% | +10.0% |
| 6M | +11.7% | +39.3% | -27.6% | +12.0% |
| YTD | +28.4% | -21.7% | +50.1% | +28.2% |
| 1Y | +24.4% | -47.3% | +71.7% | +23.8% |
| All | +8.0% | +57.4% | -49.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 3y: compounded portfolio wealth divided by compounded DOCS 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…
3y analysis · Full analysis span regression · 6 months rolling