+3.0%
MDLZ vs DT
+0.4%
+2.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.4% |
| 7D | 0.0% | -4.9% | +4.9% | -0.3% |
| 30D | -1.6% | +2.7% | -4.3% | -1.4% |
| 3M | +0.9% | +20.0% | -19.1% | +2.3% |
| 6M | +7.3% | +28.0% | -20.7% | +10.0% |
| YTD | +16.4% | +16.0% | +0.4% | +19.0% |
| 1Y | +3.0% | +0.7% | +2.2% | +5.2% |
| All | +3.0% | +0.4% | +2.6% | +5.2% |
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