+12.2%
MDLZ vs DOCS
-36.0%
+48.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | -2.1% | +21.8% | -23.9% | -2.5% |
| 3M | +1.3% | +27.3% | -26.0% | +0.9% |
| 6M | +6.2% | -0.3% | +6.5% | +6.0% |
| YTD | +15.8% | -40.5% | +56.3% | +16.6% |
| 1Y | +4.1% | -61.5% | +65.7% | +5.6% |
| 3Y | -4.1% | +8.2% | -12.3% | -6.4% |
| 5Y | +13.4% | -73.4% | +86.8% | +11.9% |
| All | +12.2% | -36.0% | +48.2% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling