+87.9%
MDLZ vs DRI
+348.4%
-260.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | 0.0% | -4.8% | +4.8% | +0.8% |
| 30D | +1.4% | -3.9% | +5.4% | +2.1% |
| 3M | 0.0% | +5.1% | -5.1% | -1.0% |
| 6M | +9.1% | +5.5% | +3.6% | +7.9% |
| YTD | +17.9% | +16.5% | +1.5% | +14.3% |
| 1Y | +3.2% | +2.0% | +1.2% | +2.2% |
| 3Y | -2.5% | +54.5% | -57.0% | -11.2% |
| 5Y | +17.6% | +66.6% | -49.0% | +4.3% |
| 10Y | +87.9% | +353.6% | -265.7% | +38.9% |
| All | +87.9% | +348.4% | -260.5% | +38.9% |
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