+6.6%
MDLZ vs DRI
+68.2%
-61.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | +7.9% | +9.7% | -1.8% | +6.7% |
| 3M | +7.3% | +3.2% | +4.1% | +6.7% |
| 6M | +11.7% | +20.6% | -8.9% | +9.1% |
| YTD | +28.7% | +28.3% | +0.5% | +24.6% |
| 1Y | +22.8% | +34.5% | -11.8% | +18.2% |
| 3Y | +6.6% | +66.5% | -59.9% | -1.3% |
| All | +6.6% | +68.2% | -61.6% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling