+502.4%
MDLZ vs DRI
+2,672.7%
-2,170.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 10Y | +97.2% | +371.3% | -274.1% | +36.9% |
| All | +502.4% | +2,672.7% | -2,170.3% | +198.7% |
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