+22.9%
MDLZ vs DOCS
-54.0%
+76.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.8% |
| 7D | +6.9% | -1.3% | +8.2% | +6.9% |
| 30D | +12.1% | +19.4% | -7.3% | +11.8% |
| 3M | +7.7% | +53.4% | -45.7% | +6.9% |
| 6M | +10.8% | +28.8% | -18.0% | +10.1% |
| YTD | +27.4% | -25.1% | +52.4% | +27.8% |
| 1Y | +23.5% | -48.1% | +71.7% | +24.8% |
| 3Y | +6.2% | +51.4% | -45.2% | +2.3% |
| 5Y | +22.9% | -51.1% | +74.0% | +19.5% |
| All | +22.9% | -54.0% | +76.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling