+49.3%
MDLZ vs DT
+76.1%
-26.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -0.4% | +2.7% | -3.1% | -0.6% |
| 30D | +8.2% | -30.4% | +38.6% | +11.2% |
| 3M | +8.0% | -9.4% | +17.4% | +8.5% |
| 6M | +9.7% | +14.5% | -4.8% | +7.7% |
| YTD | +26.9% | +3.6% | +23.3% | +25.2% |
| 1Y | +20.9% | -3.4% | +24.3% | +20.2% |
| 3Y | +5.3% | -11.1% | +16.4% | +4.4% |
| 5Y | +21.4% | -39.5% | +60.8% | +23.7% |
| All | +49.3% | +76.1% | -26.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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