+5.4%
MDLZ vs DOW
-24.5%
+29.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +0.1% | -9.4% | +9.5% | +0.9% |
| 30D | +10.0% | +8.9% | +1.0% | +9.1% |
| 3M | +7.1% | +6.7% | +0.3% | +6.3% |
| 6M | +9.8% | -14.2% | +24.0% | +10.7% |
| YTD | +26.6% | +36.9% | -10.3% | +21.5% |
| 1Y | +20.3% | +45.8% | -25.4% | +14.7% |
| 3Y | +5.4% | -23.9% | +29.3% | +4.4% |
| All | +5.4% | -24.5% | +29.9% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling