+90.0%
MDLZ vs DRI
+367.2%
-277.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +1.7% | +2.8% | -1.1% | +1.2% |
| 30D | +11.2% | +13.3% | -2.1% | +8.8% |
| 3M | +6.1% | +8.2% | -2.0% | +4.6% |
| 6M | +8.6% | +17.5% | -9.0% | +5.3% |
| YTD | +25.8% | +26.9% | -1.1% | +20.2% |
| 1Y | +21.7% | +31.6% | -9.9% | +15.4% |
| 3Y | +5.8% | +67.0% | -61.1% | -4.9% |
| 5Y | +21.4% | +72.9% | -51.5% | +7.2% |
| All | +90.0% | +367.2% | -277.1% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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