+22.3%
MDLZ vs DT
-7.6%
+29.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.7% |
| 7D | +0.1% | -20.2% | +20.3% | -1.2% |
| 30D | +10.0% | -30.8% | +40.7% | +7.4% |
| 3M | +7.1% | -10.2% | +17.3% | +6.5% |
| 6M | +9.8% | +8.0% | +1.8% | +11.1% |
| YTD | +26.6% | +1.5% | +25.2% | +28.0% |
| All | +22.3% | -7.6% | +29.9% | +24.7% |
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