+454.2%
MDLZ vs DRI
+2,535.2%
-2,081.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -2.1% | +3.8% | -6.0% | -2.8% |
| 3M | +1.3% | +13.0% | -11.7% | -0.9% |
| 6M | +6.2% | +8.3% | -2.1% | +4.5% |
| YTD | +15.8% | +20.6% | -4.8% | +11.6% |
| 1Y | +4.1% | +6.5% | -2.3% | +2.4% |
| 3Y | -4.1% | +53.7% | -57.8% | -12.5% |
| 5Y | +13.4% | +72.7% | -59.3% | +0.3% |
| 10Y | +75.7% | +363.2% | -287.4% | +22.4% |
| All | +454.2% | +2,535.2% | -2,081.0% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling