+54.0%
MDLZ vs DOW
-15.4%
+69.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | 0.0% | -2.9% | +3.0% | +0.6% |
| 30D | -1.6% | +2.0% | -3.5% | -2.0% |
| 3M | +0.9% | -12.5% | +13.4% | +3.1% |
| 6M | +7.3% | -9.2% | +16.5% | +8.0% |
| YTD | +16.4% | +30.8% | -14.3% | +8.7% |
| 1Y | +3.0% | +29.4% | -26.4% | -4.3% |
| 3Y | -3.7% | -34.6% | +30.8% | +1.3% |
| 5Y | +15.6% | -35.9% | +51.6% | +20.5% |
| All | +54.0% | -15.4% | +69.5% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling