+20.9%
MDLZ vs DT
-4.5%
+25.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.1% |
| 7D | -0.4% | +2.7% | -3.1% | -0.2% |
| 30D | +8.2% | -30.4% | +38.6% | +5.7% |
| 3M | +8.0% | -9.4% | +17.4% | +7.5% |
| 6M | +9.7% | +14.5% | -4.8% | +11.6% |
| YTD | +26.9% | +3.6% | +23.3% | +28.3% |
| 1Y | +20.9% | -3.4% | +24.3% | +23.0% |
| All | +20.9% | -4.5% | +25.5% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling