+24.4%
MDLZ vs DOW
+50.2%
-25.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.7% |
| 7D | +8.9% | -4.2% | +13.1% | +9.3% |
| 30D | +15.2% | +14.7% | +0.5% | +13.7% |
| 3M | +9.5% | +9.1% | +0.4% | +8.5% |
| 6M | +11.7% | -17.7% | +29.3% | +11.5% |
| YTD | +28.4% | +44.6% | -16.2% | +18.1% |
| 1Y | +24.4% | +51.9% | -27.5% | +12.7% |
| All | +24.4% | +50.2% | -25.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling